+126.2%
ASTS vs AFRM
-23.4%
+149.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.8% | -7.4% | -12.5% |
| 7D | -29.9% | -6.9% | -23.0% | -28.0% |
| 30D | -52.2% | -7.0% | -45.2% | -50.9% |
| 3M | -55.8% | -11.2% | -44.6% | -54.2% |
| 6M | -52.7% | +4.3% | -57.0% | -53.6% |
| YTD | -58.4% | -6.4% | -52.0% | -58.1% |
| 1Y | -57.1% | -2.6% | -54.5% | -57.4% |
| 3Y | +629.5% | +210.6% | +418.9% | +346.5% |
| 5Y | +147.7% | -57.6% | +205.3% | +112.1% |
| All | +126.2% | -23.4% | +149.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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