+491.9%
SPCX vs ASTS
+84.2%
+407.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -7.9% |
| 7D | +2.8% | +2.8% | 0.0% | -0.7% |
| 30D | -14.5% | -28.8% | +14.4% | +3.0% |
| 3M | +4.8% | -48.9% | +53.7% | +52.2% |
| 6M | +443.4% | -46.7% | +490.1% | +710.2% |
| YTD | +443.4% | -46.7% | +490.1% | +710.2% |
| 1Y | +443.4% | -46.7% | +490.1% | +710.2% |
| All | +491.9% | +84.2% | +407.7% | +776.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 3y: compounded portfolio wealth divided by compounded ASTS 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…
3y analysis · Full analysis span regression · 6 months rolling