+431.2%
ASTS vs ALC
-16.0%
+447.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.4% |
| 7D | +7.3% | -2.1% | +9.4% | +8.5% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -41.9% | +5.9% | -47.8% | -44.5% |
| 6M | -40.6% | -15.9% | -24.7% | -35.4% |
| YTD | -14.2% | -10.1% | -4.1% | -11.6% |
| 1Y | +48.9% | -10.2% | +59.1% | +52.4% |
| 3Y | +1,461.7% | -13.6% | +1,475.2% | +1,469.8% |
| All | +431.2% | -16.0% | +447.2% | +404.9% |
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