+182.4%
ASTS vs A
+15.8%
+166.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.4% | -7.8% |
| 7D | -9.3% | +1.4% | -10.7% | -9.6% |
| 30D | -33.9% | +4.3% | -38.2% | -35.3% |
| 3M | -51.0% | +19.8% | -70.8% | -56.5% |
| 6M | -55.1% | +54.4% | -109.5% | -68.1% |
| YTD | -53.6% | +31.7% | -85.3% | -63.0% |
| 1Y | -51.0% | +22.4% | -73.4% | -58.3% |
| 3Y | +681.7% | +67.7% | +614.0% | +387.7% |
| 5Y | +182.4% | +15.7% | +166.7% | +140.5% |
| All | +182.4% | +15.8% | +166.6% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling