+209.1%
ASTS vs ALK
-44.0%
+253.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -14.1% |
| 7D | -29.9% | +7.1% | -36.9% | -32.0% |
| 30D | -52.2% | -3.0% | -49.2% | -51.9% |
| 3M | -55.8% | -25.6% | -30.2% | -51.2% |
| 6M | -52.7% | +0.5% | -53.2% | -53.4% |
| YTD | -58.4% | -23.1% | -35.4% | -55.2% |
| 1Y | -57.1% | -7.5% | -49.5% | -56.2% |
| 3Y | +629.5% | +15.3% | +614.2% | +581.8% |
| 5Y | +147.7% | -34.8% | +182.5% | +160.2% |
| All | +209.1% | -44.0% | +253.1% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling