+166.8%
ASTS vs AFRM
-16.8%
+183.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.0% | -9.1% | -5.9% |
| 7D | -15.8% | +3.1% | -18.9% | -16.8% |
| 30D | -39.0% | +1.1% | -40.2% | -39.4% |
| 3M | -49.3% | -3.2% | -46.1% | -49.2% |
| 6M | -47.9% | +12.7% | -60.6% | -50.4% |
| YTD | -51.0% | +1.6% | -52.5% | -52.2% |
| 1Y | -49.2% | +5.9% | -55.0% | -51.1% |
| 3Y | +760.4% | +237.0% | +523.4% | +410.1% |
| 5Y | +185.6% | -55.1% | +240.8% | +138.7% |
| All | +166.8% | -16.8% | +183.7% | +81.6% |
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 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