+230.9%
ASTS vs ADM
+102.4%
+128.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.2% |
| 7D | -21.1% | -9.0% | -12.1% | -19.8% |
| 30D | -46.7% | -14.0% | -32.7% | -45.4% |
| 3M | -52.0% | -9.2% | -42.8% | -51.4% |
| 6M | -54.3% | -9.2% | -45.1% | -53.8% |
| YTD | -55.5% | +24.2% | -79.7% | -58.0% |
| 1Y | -50.5% | +27.0% | -77.4% | -53.6% |
| 3Y | +706.2% | +6.6% | +699.6% | +666.1% |
| 5Y | +165.2% | +25.0% | +140.2% | +151.4% |
| All | +230.9% | +102.4% | +128.5% | +210.4% |
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