+653.1%
ASTS vs ALB
-17.6%
+670.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +3.6% | -18.8% | -17.0% |
| 7D | -29.9% | +5.5% | -35.3% | -32.1% |
| 30D | -52.2% | -7.5% | -44.7% | -50.4% |
| 3M | -55.8% | -16.9% | -38.9% | -51.7% |
| 6M | -52.7% | -49.2% | -3.5% | -34.1% |
| YTD | -58.4% | -29.9% | -28.6% | -52.1% |
| 1Y | -57.1% | +8.2% | -65.3% | -61.3% |
| All | +653.1% | -17.6% | +670.7% | +557.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling