+653.1%
ASTS vs AA
+48.6%
+604.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.3% | -9.9% | -12.0% |
| 7D | -29.9% | -3.7% | -26.2% | -28.1% |
| 30D | -52.2% | -10.8% | -41.4% | -48.6% |
| 3M | -55.8% | -19.1% | -36.8% | -49.7% |
| 6M | -52.7% | -38.7% | -14.0% | -36.8% |
| YTD | -58.4% | -27.1% | -31.3% | -50.4% |
| 1Y | -57.1% | +8.3% | -65.4% | -58.5% |
| All | +653.1% | +48.6% | +604.6% | +474.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling