+230.9%
ASTS vs AEM
+266.3%
-35.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.7% | +6.8% |
| 7D | -21.1% | +15.8% | -36.9% | -23.7% |
| 30D | -46.7% | +6.2% | -52.9% | -47.5% |
| 3M | -52.0% | +14.3% | -66.3% | -53.4% |
| 6M | -54.3% | +1.4% | -55.7% | -54.7% |
| YTD | -55.5% | +13.7% | -69.2% | -56.2% |
| 1Y | -50.5% | +21.3% | -71.8% | -51.4% |
| 3Y | +706.2% | +309.9% | +396.3% | +630.9% |
| 5Y | +165.2% | +301.0% | -135.7% | +136.7% |
| All | +230.9% | +266.3% | -35.3% | +190.6% |
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