+209.1%
ASTS vs A
+136.0%
+73.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.0% | -12.2% | -13.5% |
| 7D | -29.9% | -5.2% | -24.7% | -27.5% |
| 30D | -52.2% | +1.4% | -53.6% | -52.4% |
| 3M | -55.8% | +21.9% | -77.8% | -60.2% |
| 6M | -52.7% | +46.7% | -99.4% | -62.8% |
| YTD | -58.4% | +27.2% | -85.6% | -64.5% |
| 1Y | -57.1% | +17.9% | -75.0% | -61.5% |
| 3Y | +629.5% | +61.1% | +568.3% | +438.8% |
| 5Y | +147.7% | +13.8% | +133.9% | +109.7% |
| All | +209.1% | +136.0% | +73.1% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling