+244.8%
ASTS vs ADP
+118.4%
+126.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -8.9% |
| 7D | -9.3% | +3.2% | -12.5% | -10.0% |
| 30D | -33.9% | +12.8% | -46.7% | -35.8% |
| 3M | -51.0% | +12.3% | -63.3% | -52.5% |
| 6M | -55.1% | +45.4% | -100.5% | -60.2% |
| YTD | -53.6% | +21.4% | -75.0% | -56.5% |
| 1Y | -51.0% | +23.7% | -74.7% | -54.4% |
| 3Y | +681.7% | +43.6% | +638.0% | +585.7% |
| 5Y | +182.4% | +48.7% | +133.7% | +143.6% |
| All | +244.8% | +118.4% | +126.5% | +189.2% |
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