+537.8%
ASTS vs AFL
+158.2%
+379.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +7.3% | +0.6% | +6.7% | +7.3% |
| 30D | -8.9% | -6.2% | -2.7% | -8.1% |
| 3M | -41.9% | +2.2% | -44.1% | -42.4% |
| 6M | -40.6% | +5.3% | -45.9% | -41.4% |
| YTD | -14.2% | +8.0% | -22.2% | -16.0% |
| 1Y | +48.9% | +10.2% | +38.6% | +44.9% |
| 3Y | +1,461.7% | +67.1% | +1,394.6% | +1,304.9% |
| 5Y | +404.1% | +135.6% | +268.5% | +332.1% |
| All | +537.8% | +158.2% | +379.5% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling