+192.6%
ASTS vs ABCL
-81.8%
+274.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.9% | -11.6% |
| 7D | -29.9% | -14.9% | -15.0% | -25.0% |
| 30D | -52.2% | -15.4% | -36.8% | -48.8% |
| 3M | -55.8% | +88.0% | -143.8% | -67.4% |
| 6M | -52.7% | +138.8% | -191.6% | -68.8% |
| YTD | -58.4% | +225.4% | -283.9% | -76.1% |
| 1Y | -57.1% | +137.3% | -194.4% | -72.0% |
| 3Y | +629.5% | +136.8% | +492.7% | +334.8% |
| 5Y | +147.7% | -26.2% | +174.0% | +89.5% |
| All | +192.6% | -81.8% | +274.4% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling