+277.6%
ASTS vs AFL
+175.9%
+101.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.9% | +13.2% | +14.0% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | -27.6% | +9.3% | -36.9% | -28.6% |
| 3M | -48.7% | +1.0% | -49.7% | -48.9% |
| 6M | -50.8% | +11.8% | -62.7% | -52.0% |
| YTD | -49.2% | +15.3% | -64.5% | -50.8% |
| 1Y | -46.7% | +12.1% | -58.7% | -48.1% |
| 3Y | +793.2% | +65.0% | +728.3% | +706.4% |
| 5Y | +195.6% | +149.1% | +46.5% | +150.8% |
| All | +277.6% | +175.9% | +101.7% | +215.0% |
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