+147.7%
ASTS vs ALC
-8.7%
+156.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.0% | -14.2% | -14.7% |
| 7D | -29.9% | +7.6% | -37.5% | -32.6% |
| 30D | -52.2% | +21.1% | -73.3% | -56.9% |
| 3M | -55.8% | +8.5% | -64.3% | -58.0% |
| 6M | -52.7% | +2.8% | -55.5% | -54.9% |
| YTD | -58.4% | -2.4% | -56.0% | -59.2% |
| 1Y | -57.1% | +3.5% | -60.6% | -59.7% |
| 3Y | +629.5% | +4.2% | +625.3% | +528.2% |
| 5Y | +147.7% | -9.0% | +156.7% | +132.6% |
| All | +147.7% | -8.7% | +156.5% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling