-49.2%
ASTS vs ABCL
+138.2%
-187.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | -15.8% | -10.0% | -5.8% | -12.1% |
| 30D | -39.0% | -10.9% | -28.2% | -36.4% |
| 3M | -49.3% | +101.6% | -151.0% | -65.3% |
| 6M | -47.9% | +167.5% | -215.5% | -70.5% |
| YTD | -51.0% | +259.1% | -310.0% | -78.4% |
| 1Y | -49.2% | +152.2% | -201.3% | -73.7% |
| All | -49.2% | +138.2% | -187.4% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling