+62.2%
ASTS vs AEM
+31.9%
+30.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +7.1% |
| 7D | +18.5% | +4.3% | +14.2% | +15.0% |
| 30D | -8.1% | +13.1% | -21.2% | -16.3% |
| 3M | -28.2% | +24.8% | -53.0% | -39.7% |
| 6M | -26.1% | -8.2% | -17.9% | -23.6% |
| YTD | -9.0% | +19.8% | -28.8% | -21.6% |
| 1Y | +62.2% | +32.1% | +30.1% | +38.2% |
| All | +62.2% | +31.9% | +30.3% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling