+537.8%
ASTS vs ALC
+21.3%
+516.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | +7.3% | -2.1% | +9.4% | +8.3% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -41.9% | +5.9% | -47.8% | -43.9% |
| 6M | -40.6% | -15.9% | -24.7% | -36.8% |
| YTD | -14.2% | -10.1% | -4.1% | -12.2% |
| 1Y | +48.9% | -10.2% | +59.1% | +51.7% |
| 3Y | +1,461.7% | -13.6% | +1,475.2% | +1,492.7% |
| 5Y | +404.1% | -15.1% | +419.3% | +397.8% |
| All | +537.8% | +21.3% | +516.5% | +504.5% |
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