+168.5%
ASTS vs SPYM
+74.6%
+93.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.1% |
| 7D | +14.2% | +3.3% | +11.0% | +7.1% |
| 30D | -26.7% | -2.6% | -24.1% | -20.5% |
| 3M | -53.6% | -1.7% | -51.8% | -50.5% |
| 6M | -52.7% | +3.1% | -55.8% | -53.5% |
| YTD | -52.5% | +12.0% | -64.5% | -59.9% |
| 1Y | -46.5% | +12.1% | -58.6% | -54.2% |
| 3Y | +700.5% | +78.5% | +621.9% | +198.2% |
| 5Y | +168.5% | +73.8% | +94.6% | +12.5% |
| All | +168.5% | +74.6% | +93.8% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling