+209.1%
ASTS vs ADP
+119.6%
+89.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -15.4% |
| 7D | -29.9% | +7.4% | -37.2% | -31.0% |
| 30D | -52.2% | +17.1% | -69.2% | -54.0% |
| 3M | -55.8% | +14.4% | -70.3% | -57.4% |
| 6M | -52.7% | +47.9% | -100.6% | -58.3% |
| YTD | -58.4% | +22.1% | -80.5% | -61.0% |
| 1Y | -57.1% | +21.8% | -78.9% | -59.7% |
| 3Y | +629.5% | +50.5% | +579.0% | +530.2% |
| 5Y | +147.7% | +49.6% | +98.2% | +113.6% |
| All | +209.1% | +119.6% | +89.5% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling