+75.0%
SPY vs ASTS
+688.5%
-613.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.7% | 0.0% |
| 7D | -2.7% | -21.1% | +18.4% | -1.9% |
| 30D | -5.4% | -46.7% | +41.3% | -3.2% |
| 3M | -4.1% | -52.0% | +47.9% | -1.6% |
| 6M | +0.7% | -54.3% | +55.0% | +2.8% |
| YTD | +8.7% | -55.5% | +64.2% | +10.3% |
| 1Y | +10.9% | -50.5% | +61.4% | +11.7% |
| 3Y | +75.0% | +706.2% | -631.2% | +68.1% |
| All | +75.0% | +688.5% | -613.5% | +68.1% |
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