+174.0%
ASTS vs ALK
-34.8%
+208.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.4% | +6.7% |
| 7D | -21.1% | +9.0% | -30.1% | -25.9% |
| 30D | -46.7% | -1.6% | -45.1% | -46.7% |
| 3M | -52.0% | -23.2% | -28.8% | -44.6% |
| 6M | -54.3% | -3.9% | -50.4% | -54.7% |
| YTD | -55.5% | -22.6% | -32.9% | -50.5% |
| 1Y | -50.5% | -5.3% | -45.2% | -50.8% |
| 3Y | +706.2% | +18.6% | +687.7% | +477.0% |
| All | +174.0% | -34.8% | +208.7% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling