+233.7%
ASTS vs ADP
+121.6%
+112.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.6% |
| 7D | +0.8% | +2.2% | -1.3% | +0.4% |
| 30D | -22.6% | +10.6% | -33.2% | -24.5% |
| 3M | -54.4% | +12.9% | -67.3% | -55.9% |
| 6M | -56.4% | +50.6% | -107.1% | -61.7% |
| YTD | -55.1% | +23.2% | -78.3% | -58.0% |
| 1Y | -46.9% | +25.3% | -72.2% | -50.7% |
| 3Y | +715.0% | +47.1% | +667.9% | +610.3% |
| 5Y | +153.7% | +50.1% | +103.6% | +118.3% |
| All | +233.7% | +121.6% | +112.1% | +179.1% |
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