-63.1%
ASTS vs SSPC
-27.8%
-35.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -17.3% | +24.3% | +2.1% |
| 7D | -21.1% | -4.7% | -16.4% | -20.6% |
| 30D | -46.7% | +36.7% | -83.4% | -39.8% |
| 3M | -52.0% | -49.4% | -2.6% | -56.4% |
| All | -63.1% | -27.8% | -35.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 1y: compounded portfolio wealth divided by compounded SSPC 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…
1y analysis · Full analysis span regression · Available span rolling