+681.7%
ASTS vs ABCL
+206.1%
+475.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.5% |
| 7D | -9.3% | +2.3% | -11.6% | -9.6% |
| 30D | -33.9% | -0.7% | -33.2% | -33.2% |
| 3M | -51.0% | +33.4% | -84.4% | -57.9% |
| 6M | -55.1% | +137.8% | -192.9% | -73.2% |
| YTD | -53.6% | +264.3% | -317.9% | -78.3% |
| 1Y | -51.0% | +209.2% | -260.1% | -74.7% |
| 3Y | +681.7% | +208.4% | +473.3% | +262.6% |
| All | +681.7% | +206.1% | +475.5% | +262.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling