-55.8%
ASTS vs ABCL
+84.0%
-139.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.9% | -13.1% |
| 7D | -29.9% | -14.9% | -15.0% | -27.5% |
| 30D | -52.2% | -15.4% | -36.8% | -50.7% |
| 3M | -55.8% | +88.0% | -143.8% | -55.6% |
| All | -55.8% | +84.0% | -139.8% | -55.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling