+230.9%
ASTS vs SPYM
+168.3%
+62.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +6.7% |
| 7D | -21.1% | -2.7% | -18.4% | -17.7% |
| 30D | -46.7% | -5.4% | -41.3% | -42.3% |
| 3M | -52.0% | -4.1% | -47.9% | -48.7% |
| 6M | -54.3% | +0.8% | -55.0% | -53.1% |
| YTD | -55.5% | +8.8% | -64.2% | -57.7% |
| 1Y | -50.5% | +11.0% | -61.4% | -53.6% |
| 3Y | +706.2% | +75.5% | +630.7% | +415.9% |
| 5Y | +165.2% | +68.4% | +96.8% | +72.3% |
| All | +230.9% | +168.3% | +62.6% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling