+230.9%
ASTS vs AA
+98.4%
+132.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.9% | +4.1% | +6.2% |
| 7D | -21.1% | +0.9% | -22.0% | -21.2% |
| 30D | -46.7% | -6.7% | -40.0% | -45.5% |
| 3M | -52.0% | -16.3% | -35.7% | -49.3% |
| 6M | -54.3% | -37.1% | -17.1% | -47.6% |
| YTD | -55.5% | -25.0% | -30.5% | -51.3% |
| 1Y | -50.5% | +8.6% | -59.1% | -50.2% |
| 3Y | +706.2% | +57.2% | +649.0% | +645.0% |
| 5Y | +165.2% | -13.0% | +178.2% | +161.4% |
| All | +230.9% | +98.4% | +132.5% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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