+537.8%
ASTS vs AEP
+68.0%
+469.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +1.8% | +5.5% | +7.3% |
| 30D | -8.9% | -0.8% | -8.1% | -8.9% |
| 3M | -41.9% | -1.8% | -40.1% | -41.9% |
| 6M | -40.6% | -5.4% | -35.2% | -40.6% |
| YTD | -14.2% | +10.4% | -24.7% | -14.7% |
| 1Y | +48.9% | +18.2% | +30.7% | +47.8% |
| 3Y | +1,461.7% | +79.0% | +1,382.7% | +1,413.0% |
| 5Y | +404.1% | +64.8% | +339.3% | +399.3% |
| All | +537.8% | +68.0% | +469.7% | +541.0% |
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