+4.7%
ASTS vs ADVB
-97.4%
+102.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.6% | -8.6% |
| 7D | -9.3% | -4.1% | -5.2% | -9.5% |
| 30D | -33.9% | -60.3% | +26.4% | -36.3% |
| 3M | -51.0% | -73.3% | +22.3% | -53.6% |
| 6M | -55.1% | -65.9% | +10.8% | -55.4% |
| YTD | -53.6% | -63.9% | +10.3% | -54.6% |
| 1Y | -51.0% | -74.1% | +23.2% | -51.4% |
| All | +4.7% | -97.4% | +102.1% | +37.0% |
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