+230.9%
ASTS vs ADP
+116.9%
+114.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.3% |
| 7D | -21.1% | +3.2% | -24.3% | -21.7% |
| 30D | -46.7% | +14.9% | -61.6% | -48.5% |
| 3M | -52.0% | +11.6% | -63.6% | -53.5% |
| 6M | -54.3% | +48.5% | -102.7% | -59.8% |
| YTD | -55.5% | +20.6% | -76.1% | -58.2% |
| 1Y | -50.5% | +23.7% | -74.2% | -53.9% |
| 3Y | +706.2% | +47.8% | +658.4% | +599.5% |
| 5Y | +165.2% | +47.7% | +117.5% | +129.2% |
| All | +230.9% | +116.9% | +114.0% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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