-55.8%
ASTS vs SSPC
-43.2%
-12.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +18.3% | -33.5% | -10.1% |
| 7D | -29.9% | +29.9% | -59.8% | -23.7% |
| 30D | -52.2% | +73.6% | -125.8% | -43.5% |
| 3M | -55.8% | -46.3% | -9.5% | -56.5% |
| All | -55.8% | -43.2% | -12.6% | -56.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling