+209.1%
ASTS vs ALC
+31.7%
+177.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.0% | -14.2% | -14.9% |
| 7D | -29.9% | +7.6% | -37.5% | -32.0% |
| 30D | -52.2% | +21.1% | -73.3% | -55.8% |
| 3M | -55.8% | +8.5% | -64.3% | -57.5% |
| 6M | -52.7% | +2.8% | -55.5% | -54.4% |
| YTD | -58.4% | -2.4% | -56.0% | -59.0% |
| 1Y | -57.1% | +3.5% | -60.6% | -59.0% |
| 3Y | +629.5% | +4.2% | +625.3% | +577.4% |
| 5Y | +147.7% | -9.0% | +156.7% | +136.4% |
| All | +209.1% | +31.7% | +177.4% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling