+244.8%
ASTS vs AA
+100.6%
+144.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.4% | -4.3% | -7.4% |
| 7D | -9.3% | +1.2% | -10.6% | -9.2% |
| 30D | -33.9% | -5.0% | -28.9% | -32.6% |
| 3M | -51.0% | -22.2% | -28.8% | -47.0% |
| 6M | -55.1% | -36.3% | -18.8% | -48.6% |
| YTD | -53.6% | -24.2% | -29.4% | -49.3% |
| 1Y | -51.0% | +3.9% | -54.8% | -50.1% |
| 3Y | +681.7% | +67.6% | +614.1% | +616.5% |
| 5Y | +182.4% | -8.8% | +191.2% | +177.9% |
| All | +244.8% | +100.6% | +144.2% | +228.5% |
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