+537.8%
ASTS vs SPYM
+180.2%
+357.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -8.9% | +0.1% | -8.9% | -8.8% |
| 3M | -41.9% | +2.0% | -44.0% | -42.5% |
| 6M | -40.6% | +13.1% | -53.7% | -47.3% |
| YTD | -14.2% | +13.6% | -27.8% | -23.9% |
| 1Y | +48.9% | +20.1% | +28.8% | +26.2% |
| 3Y | +1,461.7% | +77.6% | +1,384.1% | +861.1% |
| 5Y | +404.1% | +82.5% | +321.6% | +203.5% |
| All | +537.8% | +180.2% | +357.5% | +266.5% |
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 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