+174.0%
ASTS vs ALC
-11.2%
+185.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +8.0% |
| 7D | -21.1% | +4.9% | -26.0% | -23.3% |
| 30D | -46.7% | +19.0% | -65.6% | -51.6% |
| 3M | -52.0% | +7.8% | -59.8% | -54.2% |
| 6M | -54.3% | +14.6% | -68.8% | -58.8% |
| YTD | -55.5% | -4.4% | -51.0% | -55.9% |
| 1Y | -50.5% | +1.4% | -51.9% | -53.1% |
| 3Y | +706.2% | +2.5% | +703.7% | +596.8% |
| All | +174.0% | -11.2% | +185.2% | +173.3% |
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 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