-37.0%
APP vs ASTS
-53.0%
+16.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.1% | +2.8% | +8.9% |
| 7D | +71.2% | -21.1% | +92.3% | +76.1% |
| 30D | +39.1% | -46.7% | +85.8% | +52.5% |
| 3M | +16.5% | -52.0% | +68.6% | +29.2% |
| 6M | -16.6% | -54.3% | +37.7% | -9.7% |
| YTD | -41.9% | -55.5% | +13.5% | -36.0% |
| 1Y | -37.0% | -50.5% | +13.4% | -33.4% |
| All | -37.0% | -53.0% | +16.0% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling