+209.1%
ASTS vs ABT
+53.9%
+155.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.7% | -13.6% | -15.1% |
| 7D | -29.9% | +8.6% | -38.5% | -30.4% |
| 30D | -52.2% | +16.4% | -68.6% | -52.9% |
| 3M | -55.8% | +8.1% | -64.0% | -56.2% |
| 6M | -52.7% | +32.1% | -84.8% | -54.7% |
| YTD | -58.4% | -7.1% | -51.3% | -57.2% |
| 1Y | -57.1% | -6.5% | -50.6% | -56.0% |
| 3Y | +629.5% | +26.2% | +603.2% | +568.1% |
| 5Y | +147.7% | +0.9% | +146.8% | +139.7% |
| All | +209.1% | +53.9% | +155.2% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling