+233.7%
ASTS vs ABT
+47.0%
+186.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.6% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | -22.6% | +6.0% | -28.7% | -23.2% |
| 3M | -54.4% | -1.9% | -52.5% | -54.4% |
| 6M | -56.4% | +31.2% | -87.6% | -58.3% |
| YTD | -55.1% | -11.2% | -43.9% | -53.7% |
| 1Y | -46.9% | -14.0% | -33.0% | -44.9% |
| 3Y | +715.0% | +20.7% | +694.3% | +649.4% |
| 5Y | +153.7% | -6.7% | +160.4% | +146.5% |
| All | +233.7% | +47.0% | +186.6% | +219.4% |
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