+277.6%
ASTS vs AEM
+283.9%
-6.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.8% | +9.3% | +13.1% |
| 7D | +1.5% | +17.8% | -16.3% | -2.0% |
| 30D | -27.6% | +6.2% | -33.8% | -28.6% |
| 3M | -48.7% | +12.5% | -61.3% | -50.0% |
| 6M | -50.8% | +4.4% | -55.3% | -51.6% |
| YTD | -49.2% | +19.2% | -68.4% | -50.4% |
| 1Y | -46.7% | +25.5% | -72.2% | -48.1% |
| 3Y | +793.2% | +346.4% | +446.8% | +701.6% |
| 5Y | +195.6% | +305.7% | -110.1% | +161.3% |
| All | +277.6% | +283.9% | -6.3% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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