+706.2%
ASTS vs AFRM
+203.8%
+502.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +8.0% |
| 7D | -21.1% | -7.3% | -13.8% | -18.5% |
| 30D | -46.7% | -9.6% | -37.1% | -44.4% |
| 3M | -52.0% | -11.1% | -40.9% | -50.0% |
| 6M | -54.3% | +3.9% | -58.1% | -55.2% |
| YTD | -55.5% | -8.5% | -47.0% | -55.0% |
| 1Y | -50.5% | +3.3% | -53.7% | -52.2% |
| 3Y | +706.2% | +213.7% | +492.5% | +528.8% |
| All | +706.2% | +203.8% | +502.4% | +528.8% |
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