+1,505.9%
ASTS vs ABCL
+104.5%
+1,401.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | -8.9% | +93.1% | -102.0% | -38.0% |
| 3M | -41.9% | +79.4% | -121.4% | -58.9% |
| 6M | -40.6% | +214.9% | -255.5% | -69.8% |
| YTD | -14.2% | +234.2% | -248.4% | -58.4% |
| 1Y | +48.9% | +174.8% | -125.9% | -20.5% |
| All | +1,505.9% | +104.5% | +1,401.5% | +794.1% |
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