+537.8%
ASTS vs SPYG
+224.8%
+313.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +7.3% | +0.4% | +7.0% | +6.9% |
| 30D | -8.9% | -0.4% | -8.4% | -8.1% |
| 3M | -41.9% | +0.5% | -42.5% | -41.0% |
| 6M | -40.6% | +17.5% | -58.1% | -48.9% |
| YTD | -14.2% | +14.3% | -28.6% | -23.6% |
| 1Y | +48.9% | +21.7% | +27.1% | +26.2% |
| 3Y | +1,461.7% | +98.6% | +1,363.0% | +778.9% |
| 5Y | +404.1% | +85.1% | +319.0% | +193.0% |
| All | +537.8% | +224.8% | +313.0% | +251.7% |
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