+1,505.9%
ASTS vs AFRM
+232.3%
+1,273.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.4% |
| 7D | +7.3% | -7.0% | +14.3% | +10.6% |
| 30D | -8.9% | -7.8% | -1.1% | -6.2% |
| 3M | -41.9% | +5.3% | -47.2% | -43.2% |
| 6M | -40.6% | +42.6% | -83.2% | -49.3% |
| YTD | -14.2% | -2.8% | -11.4% | -15.1% |
| 1Y | +48.9% | -19.3% | +68.2% | +56.7% |
| All | +1,505.9% | +232.3% | +1,273.6% | +821.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling