+230.9%
ASTS vs SPYG
+199.7%
+31.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.1% | +5.9% |
| 7D | -21.1% | -3.6% | -17.4% | -16.7% |
| 30D | -46.7% | -11.2% | -35.5% | -37.6% |
| 3M | -52.0% | -8.1% | -43.9% | -45.8% |
| 6M | -54.3% | -3.3% | -51.0% | -50.2% |
| YTD | -55.5% | +5.5% | -61.0% | -55.6% |
| 1Y | -50.5% | +7.0% | -57.4% | -50.8% |
| 3Y | +706.2% | +89.5% | +616.7% | +393.6% |
| 5Y | +165.2% | +63.3% | +101.9% | +74.7% |
| All | +230.9% | +199.7% | +31.2% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling