+230.9%
ASTS vs ALL
+180.5%
+50.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.5% | +7.1% |
| 7D | -21.1% | -1.9% | -19.1% | -21.1% |
| 30D | -46.7% | +13.8% | -60.5% | -46.9% |
| 3M | -52.0% | -7.0% | -45.0% | -51.9% |
| 6M | -54.3% | +18.0% | -72.3% | -54.9% |
| YTD | -55.5% | +24.2% | -79.7% | -56.4% |
| 1Y | -50.5% | +31.2% | -81.6% | -51.9% |
| 3Y | +706.2% | +107.5% | +598.7% | +614.8% |
| 5Y | +165.2% | +144.8% | +20.4% | +131.8% |
| All | +230.9% | +180.5% | +50.4% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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