+537.8%
ASTS vs ALK
-39.2%
+577.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.3% |
| 7D | +7.3% | -0.7% | +8.0% | +7.7% |
| 30D | -8.9% | -19.2% | +10.4% | -1.8% |
| 3M | -41.9% | -1.5% | -40.4% | -42.2% |
| 6M | -40.6% | -13.1% | -27.5% | -38.5% |
| YTD | -14.2% | -16.4% | +2.2% | -9.9% |
| 1Y | +48.9% | -33.1% | +81.9% | +68.0% |
| 3Y | +1,461.7% | +0.6% | +1,461.0% | +1,411.8% |
| 5Y | +404.1% | -26.4% | +430.5% | +415.3% |
| All | +537.8% | -39.2% | +577.0% | +530.7% |
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