+160.4%
ASTS vs ALB
-64.0%
+224.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.7% |
| 7D | +0.8% | -5.8% | +6.6% | +4.5% |
| 30D | -22.6% | -4.5% | -18.1% | -20.8% |
| 3M | -54.4% | -28.1% | -26.3% | -45.4% |
| 6M | -56.4% | -53.2% | -3.2% | -34.3% |
| YTD | -55.1% | -33.3% | -21.8% | -46.1% |
| 1Y | -46.9% | -17.4% | -29.5% | -44.1% |
| 3Y | +715.0% | -14.1% | +729.1% | +623.3% |
| All | +160.4% | -64.0% | +224.3% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling