+230.9%
ASTS vs ALC
+29.0%
+202.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +7.8% |
| 7D | -21.1% | +4.9% | -26.0% | -22.8% |
| 30D | -46.7% | +19.0% | -65.6% | -50.5% |
| 3M | -52.0% | +7.8% | -59.8% | -53.7% |
| 6M | -54.3% | +14.6% | -68.8% | -57.7% |
| YTD | -55.5% | -4.4% | -51.0% | -55.8% |
| 1Y | -50.5% | +1.4% | -51.9% | -52.4% |
| 3Y | +706.2% | +2.5% | +703.7% | +652.0% |
| 5Y | +165.2% | -10.9% | +176.1% | +154.9% |
| All | +230.9% | +29.0% | +202.0% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling