+446.2%
APP vs ASTS
+249.1%
+197.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -15.2% | +46.3% | +33.1% |
| 7D | +39.7% | -29.9% | +69.6% | +45.6% |
| 30D | +27.7% | -52.2% | +79.9% | +40.0% |
| 3M | -14.8% | -55.8% | +41.1% | -6.0% |
| 6M | -25.5% | -52.7% | +27.2% | -20.6% |
| YTD | -47.2% | -58.4% | +11.3% | -43.6% |
| 1Y | -42.3% | -57.1% | +14.8% | -39.2% |
| 3Y | +806.8% | +629.5% | +177.3% | +439.6% |
| 5Y | +261.6% | +147.7% | +113.9% | +120.2% |
| All | +446.2% | +249.1% | +197.0% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling