+213.3%
ASTS vs ABCL
-80.5%
+293.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.7% | +0.3% | +4.4% |
| 7D | -21.1% | -3.2% | -17.9% | -19.7% |
| 30D | -46.7% | -7.4% | -39.3% | -44.9% |
| 3M | -52.0% | +81.9% | -133.9% | -63.9% |
| 6M | -54.3% | +135.7% | -190.0% | -69.7% |
| YTD | -55.5% | +247.4% | -302.9% | -75.0% |
| 1Y | -50.5% | +162.3% | -212.7% | -69.0% |
| 3Y | +706.2% | +165.5% | +540.8% | +361.6% |
| 5Y | +165.2% | -21.3% | +186.5% | +97.8% |
| All | +213.3% | -80.5% | +293.8% | +177.7% |
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 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