+182.4%
ASTS vs SPOT
+118.7%
+63.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.5% |
| 7D | -9.3% | +1.0% | -10.3% | -9.7% |
| 30D | -33.9% | +14.6% | -48.5% | -38.5% |
| 3M | -51.0% | +18.4% | -69.4% | -55.8% |
| 6M | -55.1% | +45.1% | -100.2% | -63.8% |
| YTD | -53.6% | +4.4% | -58.0% | -57.1% |
| 1Y | -51.0% | -2.7% | -48.3% | -52.7% |
| 3Y | +681.7% | +254.6% | +427.1% | +254.0% |
| 5Y | +182.4% | +124.8% | +57.6% | +89.2% |
| All | +182.4% | +118.7% | +63.7% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling