+762.5%
ASTS vs SPYM
+79.2%
+683.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -4.9% |
| 7D | +14.2% | +3.3% | +11.0% | +5.9% |
| 30D | -26.7% | -2.6% | -24.1% | -19.6% |
| 3M | -53.6% | -1.7% | -51.8% | -50.1% |
| 6M | -52.7% | +3.1% | -55.8% | -53.7% |
| YTD | -52.5% | +12.0% | -64.5% | -61.0% |
| 1Y | -46.5% | +12.1% | -58.6% | -55.4% |
| All | +762.5% | +79.2% | +683.3% | +396.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling