+209.1%
ASTS vs SPOT
+323.7%
-114.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -14.4% |
| 7D | -29.9% | +10.3% | -40.1% | -32.5% |
| 30D | -52.2% | +25.9% | -78.0% | -56.5% |
| 3M | -55.8% | +27.4% | -83.2% | -60.5% |
| 6M | -52.7% | +46.5% | -99.2% | -60.3% |
| YTD | -58.4% | +5.8% | -64.2% | -61.1% |
| 1Y | -57.1% | -0.9% | -56.2% | -58.6% |
| 3Y | +629.5% | +261.5% | +368.0% | +313.2% |
| 5Y | +147.7% | +112.6% | +35.2% | +44.8% |
| All | +209.1% | +323.7% | -114.6% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling