+233.7%
ASTS vs AA
+99.4%
+134.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.8% | -5.0% |
| 7D | +0.8% | +0.5% | +0.3% | +1.0% |
| 30D | -22.6% | -0.6% | -22.0% | -22.1% |
| 3M | -54.4% | -19.7% | -34.8% | -51.1% |
| 6M | -56.4% | -41.6% | -14.8% | -48.9% |
| YTD | -55.1% | -24.6% | -30.5% | -50.8% |
| 1Y | -46.9% | +4.9% | -51.8% | -46.0% |
| 3Y | +715.0% | +66.8% | +648.2% | +648.9% |
| 5Y | +153.7% | -19.4% | +173.1% | +151.2% |
| All | +233.7% | +99.4% | +134.3% | +218.8% |
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