+274.8%
ASTS vs VSAT
+9.2%
+265.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +2.8% | +12.5% | -9.7% | -1.4% |
| 30D | -28.8% | +11.0% | -39.9% | -31.5% |
| 3M | -48.9% | -11.1% | -37.7% | -46.5% |
| 6M | -55.6% | +2.8% | -58.4% | -55.7% |
| YTD | -49.6% | +118.0% | -167.6% | -61.1% |
| 1Y | -46.1% | +97.1% | -143.2% | -56.5% |
| 3Y | +749.7% | +296.8% | +452.8% | +380.3% |
| 5Y | +193.2% | +38.7% | +154.5% | +92.5% |
| All | +274.8% | +9.2% | +265.6% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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