+230.9%
ASTS vs AFL
+173.3%
+57.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +7.3% |
| 7D | -21.1% | +0.1% | -21.2% | -21.1% |
| 30D | -46.7% | +10.0% | -56.7% | -47.5% |
| 3M | -52.0% | -1.6% | -50.4% | -52.0% |
| 6M | -54.3% | +10.5% | -64.8% | -55.3% |
| YTD | -55.5% | +14.3% | -69.7% | -56.8% |
| 1Y | -50.5% | +11.4% | -61.9% | -51.8% |
| 3Y | +706.2% | +62.4% | +643.8% | +629.6% |
| 5Y | +165.2% | +144.8% | +20.4% | +125.4% |
| All | +230.9% | +173.3% | +57.6% | +176.3% |
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