+706.2%
ASTS vs A
+64.2%
+642.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +6.1% |
| 7D | -21.1% | -0.1% | -21.0% | -20.7% |
| 30D | -46.7% | +3.4% | -50.0% | -47.4% |
| 3M | -52.0% | +23.8% | -75.8% | -56.9% |
| 6M | -54.3% | +49.0% | -103.3% | -64.1% |
| YTD | -55.5% | +29.4% | -84.9% | -61.7% |
| 1Y | -50.5% | +19.4% | -69.9% | -54.7% |
| 3Y | +706.2% | +66.2% | +640.0% | +613.0% |
| All | +706.2% | +64.2% | +642.0% | +613.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling