+537.8%
ASTS vs ALB
+124.1%
+413.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +2.2% |
| 7D | +7.3% | -8.1% | +15.4% | +11.2% |
| 30D | -8.9% | +6.3% | -15.1% | -11.6% |
| 3M | -41.9% | -23.6% | -18.4% | -35.1% |
| 6M | -40.6% | -24.6% | -16.0% | -33.8% |
| YTD | -14.2% | -10.3% | -3.9% | -12.2% |
| 1Y | +48.9% | +61.5% | -12.6% | +16.2% |
| 3Y | +1,461.7% | -34.0% | +1,495.6% | +1,496.7% |
| 5Y | +404.1% | -44.6% | +448.7% | +442.9% |
| All | +537.8% | +124.1% | +413.7% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling