+500.0%
APP vs ASTS
+273.8%
+226.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.1% | +2.8% | +8.9% |
| 7D | +71.2% | -21.1% | +92.3% | +75.5% |
| 30D | +39.1% | -46.7% | +85.8% | +50.3% |
| 3M | +16.5% | -52.0% | +68.6% | +27.1% |
| 6M | -16.6% | -54.3% | +37.7% | -10.4% |
| YTD | -41.9% | -55.5% | +13.5% | -38.5% |
| 1Y | -37.0% | -50.5% | +13.4% | -34.9% |
| 3Y | +892.4% | +706.2% | +186.2% | +481.8% |
| 5Y | +297.3% | +165.2% | +132.1% | +139.8% |
| All | +500.0% | +273.8% | +226.3% | +255.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling