-6.2%
ASTS vs ADVB
-97.6%
+91.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.5% | -5.7% | -15.5% |
| 7D | -29.9% | -28.0% | -1.9% | -30.7% |
| 30D | -52.2% | -70.2% | +18.1% | -54.5% |
| 3M | -55.8% | -76.1% | +20.2% | -58.2% |
| 6M | -52.7% | -72.3% | +19.6% | -53.2% |
| YTD | -58.4% | -67.5% | +9.0% | -59.4% |
| 1Y | -57.1% | -78.6% | +21.5% | -57.5% |
| All | -6.2% | -97.6% | +91.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling