+244.8%
ASTS vs ALL
+187.4%
+57.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.6% | -8.7% |
| 7D | -9.3% | -0.1% | -9.2% | -9.3% |
| 30D | -33.9% | +13.8% | -47.7% | -34.1% |
| 3M | -51.0% | -2.8% | -48.2% | -50.9% |
| 6M | -55.1% | +23.7% | -78.8% | -55.9% |
| YTD | -53.6% | +27.3% | -80.9% | -54.6% |
| 1Y | -51.0% | +30.5% | -81.5% | -52.2% |
| 3Y | +681.7% | +113.0% | +568.7% | +592.8% |
| 5Y | +182.4% | +157.6% | +24.8% | +146.7% |
| All | +244.8% | +187.4% | +57.4% | +190.5% |
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