+10.9%
SPY vs ASTS
-53.0%
+63.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.7% | -0.1% |
| 7D | -2.7% | -21.1% | +18.4% | -1.5% |
| 30D | -5.4% | -46.7% | +41.3% | -2.4% |
| 3M | -4.1% | -52.0% | +47.9% | -0.7% |
| 6M | +0.7% | -54.3% | +55.0% | +3.4% |
| YTD | +8.7% | -55.5% | +64.2% | +10.4% |
| 1Y | +10.9% | -50.5% | +61.4% | +11.2% |
| All | +10.9% | -53.0% | +63.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling