+653.1%
ASTS vs AFRM
+210.7%
+442.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.8% | -7.4% | -11.9% |
| 7D | -29.9% | -6.9% | -23.0% | -27.6% |
| 30D | -52.2% | -7.0% | -45.2% | -50.7% |
| 3M | -55.8% | -11.2% | -44.6% | -53.9% |
| 6M | -52.7% | +4.3% | -57.0% | -53.8% |
| YTD | -58.4% | -6.4% | -52.0% | -58.3% |
| 1Y | -57.1% | -2.6% | -54.5% | -57.7% |
| All | +653.1% | +210.7% | +442.4% | +482.3% |
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