+174.0%
ASTS vs ABCL
-21.8%
+195.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.7% | +0.3% | +4.0% |
| 7D | -21.1% | -3.2% | -17.9% | -19.5% |
| 30D | -46.7% | -7.4% | -39.3% | -44.6% |
| 3M | -52.0% | +81.9% | -133.9% | -65.9% |
| 6M | -54.3% | +135.7% | -190.0% | -72.2% |
| YTD | -55.5% | +247.4% | -302.9% | -78.1% |
| 1Y | -50.5% | +162.3% | -212.7% | -72.1% |
| 3Y | +706.2% | +165.5% | +540.8% | +302.9% |
| All | +174.0% | -21.8% | +195.8% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling