+230.9%
ASTS vs AEP
+70.8%
+160.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | -2.8% | -18.3% | -21.1% |
| 30D | -46.7% | +3.6% | -50.3% | -46.7% |
| 3M | -52.0% | +1.8% | -53.8% | -52.0% |
| 6M | -54.3% | -3.1% | -51.1% | -54.3% |
| YTD | -55.5% | +12.2% | -67.7% | -55.8% |
| 1Y | -50.5% | +9.1% | -59.6% | -50.7% |
| 3Y | +706.2% | +77.9% | +628.3% | +682.2% |
| 5Y | +165.2% | +78.1% | +87.1% | +164.1% |
| All | +230.9% | +70.8% | +160.1% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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