+230.9%
ASTS vs ALB
+76.7%
+154.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.7% |
| 7D | -21.1% | +9.1% | -30.2% | -24.4% |
| 30D | -46.7% | -3.4% | -43.3% | -46.1% |
| 3M | -52.0% | -20.6% | -31.4% | -47.1% |
| 6M | -54.3% | -48.2% | -6.1% | -39.7% |
| YTD | -55.5% | -29.2% | -26.2% | -49.6% |
| 1Y | -50.5% | +10.0% | -60.5% | -54.1% |
| 3Y | +706.2% | -12.9% | +719.1% | +659.9% |
| 5Y | +165.2% | -61.3% | +226.5% | +221.0% |
| All | +230.9% | +76.7% | +154.2% | +283.9% |
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