+93.6%
ASTS vs ADVB
-88.3%
+182.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +7.3% | -3.8% | +11.1% | +7.2% |
| 30D | -8.9% | +17.6% | -26.4% | -7.6% |
| 3M | -41.9% | +119.1% | -161.1% | -38.7% |
| 6M | -40.6% | +103.4% | -144.0% | -38.9% |
| YTD | -14.2% | +59.8% | -74.1% | -10.4% |
| 1Y | +48.9% | +8.5% | +40.3% | +55.0% |
| All | +93.6% | -88.3% | +182.0% | +170.5% |
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