+230.9%
ASTS vs SPOT
+315.9%
-85.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +8.9% | +7.7% |
| 7D | -21.1% | +1.6% | -22.7% | -21.6% |
| 30D | -46.7% | +17.6% | -64.3% | -50.3% |
| 3M | -52.0% | +26.9% | -78.9% | -57.1% |
| 6M | -54.3% | +41.8% | -96.1% | -61.1% |
| YTD | -55.5% | +3.8% | -59.3% | -58.1% |
| 1Y | -50.5% | -2.5% | -48.0% | -52.0% |
| 3Y | +706.2% | +260.6% | +445.7% | +356.5% |
| 5Y | +165.2% | +108.6% | +56.6% | +56.0% |
| All | +230.9% | +315.9% | -85.0% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling