+277.6%
ASTS vs A
+147.6%
+130.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.1% | +11.0% | +12.4% |
| 7D | +1.5% | +4.8% | -3.2% | -0.6% |
| 30D | -27.6% | +5.6% | -33.3% | -29.4% |
| 3M | -48.7% | +23.6% | -72.3% | -54.1% |
| 6M | -50.8% | +56.4% | -107.2% | -62.5% |
| YTD | -49.2% | +33.4% | -82.6% | -57.7% |
| 1Y | -46.7% | +23.7% | -70.4% | -53.3% |
| 3Y | +793.2% | +71.0% | +722.2% | +540.2% |
| 5Y | +195.6% | +16.8% | +178.8% | +145.1% |
| All | +277.6% | +147.6% | +130.0% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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