+1,505.9%
ASTS vs ALC
-13.3%
+1,519.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +7.3% | -2.1% | +9.4% | +7.8% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -41.9% | +5.9% | -47.8% | -43.0% |
| 6M | -40.6% | -15.9% | -24.7% | -36.9% |
| YTD | -14.2% | -10.1% | -4.1% | -11.7% |
| 1Y | +48.9% | -10.2% | +59.1% | +52.7% |
| All | +1,505.9% | -13.3% | +1,519.2% | +1,620.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling