-49.2%
ASTS vs ALC
+4.2%
-53.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.8% | -10.9% | -1.4% |
| 7D | -15.8% | +10.7% | -26.5% | -12.1% |
| 30D | -39.0% | +20.2% | -59.2% | -34.5% |
| 3M | -49.3% | +8.9% | -58.2% | -47.3% |
| 6M | -47.9% | +5.7% | -53.7% | -44.3% |
| YTD | -51.0% | -1.4% | -49.5% | -47.0% |
| 1Y | -49.2% | +4.7% | -53.9% | -47.7% |
| All | -49.2% | +4.2% | -53.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling