+537.8%
ASTS vs AEM
+291.4%
+246.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +7.3% | -0.5% | +7.9% | +7.5% |
| 30D | -8.9% | +24.0% | -32.9% | -12.7% |
| 3M | -41.9% | +16.1% | -58.0% | -43.7% |
| 6M | -40.6% | -11.6% | -29.0% | -40.0% |
| YTD | -14.2% | +21.5% | -35.8% | -16.5% |
| 1Y | +48.9% | +39.2% | +9.7% | +43.6% |
| 3Y | +1,461.7% | +347.4% | +1,114.2% | +1,299.1% |
| 5Y | +404.1% | +290.1% | +114.0% | +344.0% |
| All | +537.8% | +291.4% | +246.4% | +454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling