+576.8%
ASTS vs AFL
+153.7%
+423.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.9% | +6.4% |
| 7D | +18.5% | -0.7% | +19.2% | +18.6% |
| 30D | -8.1% | -7.1% | -1.0% | -7.1% |
| 3M | -28.2% | +0.4% | -28.6% | -28.5% |
| 6M | -26.1% | +4.5% | -30.6% | -27.1% |
| YTD | -9.0% | +6.1% | -15.0% | -10.6% |
| 1Y | +62.2% | +10.6% | +51.6% | +57.7% |
| 3Y | +1,621.9% | +64.0% | +1,557.9% | +1,453.0% |
| 5Y | +457.0% | +133.7% | +323.3% | +378.4% |
| All | +576.8% | +153.7% | +423.1% | +472.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling