+230.9%
ASTS vs ABT
+49.0%
+182.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.2% | +10.3% | +7.3% |
| 7D | -21.1% | +3.5% | -24.6% | -21.4% |
| 30D | -46.7% | +12.0% | -58.7% | -47.4% |
| 3M | -52.0% | +2.5% | -54.5% | -52.2% |
| 6M | -54.3% | +29.1% | -83.3% | -56.2% |
| YTD | -55.5% | -10.1% | -45.4% | -54.1% |
| 1Y | -50.5% | -9.8% | -40.6% | -49.0% |
| 3Y | +706.2% | +23.3% | +683.0% | +638.0% |
| 5Y | +165.2% | -2.4% | +167.6% | +157.3% |
| All | +230.9% | +49.0% | +182.0% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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