+209.1%
ASTS vs AA
+92.8%
+116.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.3% | -9.9% | -13.7% |
| 7D | -29.9% | -3.7% | -26.2% | -29.0% |
| 30D | -52.2% | -10.8% | -41.4% | -50.4% |
| 3M | -55.8% | -19.1% | -36.8% | -52.9% |
| 6M | -52.7% | -38.7% | -14.0% | -45.4% |
| YTD | -58.4% | -27.1% | -31.3% | -54.1% |
| 1Y | -57.1% | +8.3% | -65.4% | -56.8% |
| 3Y | +629.5% | +49.6% | +579.9% | +581.5% |
| 5Y | +147.7% | -15.5% | +163.2% | +146.2% |
| All | +209.1% | +92.8% | +116.4% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling