+77.7%
SPY vs ASTS
+649.4%
-571.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.1% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | -2.0% | -22.6% | +20.7% | -1.1% |
| 3M | -2.8% | -54.4% | +51.6% | -0.2% |
| 6M | +2.1% | -56.4% | +58.6% | +4.4% |
| YTD | +11.5% | -55.1% | +66.6% | +13.0% |
| 1Y | +13.5% | -46.9% | +60.4% | +14.0% |
| 3Y | +77.7% | +715.0% | -637.3% | +71.2% |
| All | +77.7% | +649.4% | -571.7% | +71.2% |
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 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