+244.8%
ASTS vs SPYM
+173.6%
+71.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.3% | -8.2% |
| 7D | -9.3% | -0.6% | -8.8% | -7.8% |
| 30D | -33.9% | -3.7% | -30.2% | -29.7% |
| 3M | -51.0% | -2.7% | -48.3% | -48.4% |
| 6M | -55.1% | +2.2% | -57.3% | -54.8% |
| YTD | -53.6% | +10.9% | -64.5% | -56.9% |
| 1Y | -51.0% | +11.3% | -62.3% | -54.2% |
| 3Y | +681.7% | +76.8% | +604.8% | +394.3% |
| 5Y | +182.4% | +73.5% | +108.9% | +79.1% |
| All | +244.8% | +173.6% | +71.2% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling