+253.1%
ASTS vs ADM
+105.3%
+147.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +14.2% | +0.7% | +13.5% | +14.1% |
| 30D | -26.7% | -14.7% | -12.0% | -24.7% |
| 3M | -53.6% | -10.4% | -43.2% | -52.8% |
| 6M | -52.7% | -10.9% | -41.8% | -52.0% |
| YTD | -52.5% | +26.0% | -78.5% | -55.3% |
| 1Y | -46.5% | +26.5% | -73.0% | -49.8% |
| 3Y | +700.5% | +8.2% | +692.2% | +658.8% |
| 5Y | +168.5% | +24.0% | +144.5% | +154.4% |
| All | +253.1% | +105.3% | +147.8% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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