+264.6%
ASTS vs ALK
-42.2%
+306.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -7.2% |
| 7D | -15.8% | +12.4% | -28.2% | -19.9% |
| 30D | -39.0% | +2.1% | -41.1% | -39.9% |
| 3M | -49.3% | -23.9% | -25.5% | -44.6% |
| 6M | -47.9% | +8.2% | -56.2% | -50.2% |
| YTD | -51.0% | -20.5% | -30.5% | -47.9% |
| 1Y | -49.2% | -1.0% | -48.1% | -49.4% |
| 3Y | +760.4% | +19.2% | +741.2% | +693.3% |
| 5Y | +185.6% | -28.2% | +213.9% | +194.6% |
| All | +264.6% | -42.2% | +306.7% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling