+366.7%
ASTS vs AFRM
-20.4%
+387.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.2% |
| 7D | +7.3% | -7.0% | +14.3% | +10.1% |
| 30D | -8.9% | -7.8% | -1.1% | -6.6% |
| 3M | -41.9% | +5.3% | -47.2% | -43.0% |
| 6M | -40.6% | +42.6% | -83.2% | -48.0% |
| YTD | -14.2% | -2.8% | -11.4% | -14.6% |
| 1Y | +48.9% | -19.3% | +68.2% | +56.8% |
| 3Y | +1,461.7% | +231.0% | +1,230.7% | +825.9% |
| 5Y | +404.1% | -22.2% | +426.4% | +246.1% |
| All | +366.7% | -20.4% | +387.1% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling