-55.8%
ASTS vs AFRM
-12.9%
-42.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.8% | -7.4% | -11.7% |
| 7D | -29.9% | -6.9% | -23.0% | -27.2% |
| 30D | -52.2% | -7.0% | -45.2% | -50.4% |
| 3M | -55.8% | -11.2% | -44.6% | -53.4% |
| All | -55.8% | -12.9% | -42.9% | -53.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling