+244.8%
ASTS vs ALB
+69.0%
+175.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.2% | -4.4% | -6.8% |
| 7D | -9.3% | +5.3% | -14.6% | -11.7% |
| 30D | -33.9% | -6.3% | -27.6% | -32.2% |
| 3M | -51.0% | -27.4% | -23.6% | -43.9% |
| 6M | -55.1% | -53.1% | -2.0% | -38.2% |
| YTD | -53.6% | -32.3% | -21.3% | -46.3% |
| 1Y | -51.0% | -7.3% | -43.7% | -50.9% |
| 3Y | +681.7% | -14.9% | +696.6% | +647.0% |
| 5Y | +182.4% | -62.0% | +244.4% | +247.9% |
| All | +244.8% | +69.0% | +175.8% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling