+576.8%
ASTS vs SPYM
+178.7%
+398.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.8% |
| 7D | +18.5% | +0.6% | +17.9% | +17.6% |
| 30D | -8.1% | -0.9% | -7.2% | -6.9% |
| 3M | -28.2% | +3.9% | -32.1% | -30.7% |
| 6M | -26.1% | +14.5% | -40.7% | -35.5% |
| YTD | -9.0% | +13.0% | -22.0% | -18.8% |
| 1Y | +62.2% | +19.4% | +42.7% | +38.4% |
| 3Y | +1,621.9% | +78.9% | +1,543.0% | +955.1% |
| 5Y | +457.0% | +82.3% | +374.7% | +237.3% |
| All | +576.8% | +178.7% | +398.1% | +291.4% |
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