+230.9%
ASTS vs ALK
-43.7%
+274.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.4% | +6.8% |
| 7D | -21.1% | +9.0% | -30.1% | -24.0% |
| 30D | -46.7% | -1.6% | -45.1% | -46.7% |
| 3M | -52.0% | -23.2% | -28.8% | -47.6% |
| 6M | -54.3% | -3.9% | -50.4% | -54.2% |
| YTD | -55.5% | -22.6% | -32.9% | -52.2% |
| 1Y | -50.5% | -5.3% | -45.2% | -49.9% |
| 3Y | +706.2% | +18.6% | +687.7% | +647.4% |
| 5Y | +165.2% | -34.4% | +199.6% | +178.0% |
| All | +230.9% | -43.7% | +274.6% | +234.5% |
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