+653.1%
ASTS vs ALL
+115.1%
+538.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.9% | -14.3% | -15.6% |
| 7D | -29.9% | +4.2% | -34.1% | -28.5% |
| 30D | -52.2% | +18.9% | -71.1% | -48.3% |
| 3M | -55.8% | +1.2% | -57.1% | -54.9% |
| 6M | -52.7% | +23.2% | -75.9% | -48.3% |
| YTD | -58.4% | +30.0% | -88.4% | -53.6% |
| 1Y | -57.1% | +39.6% | -96.7% | -51.4% |
| All | +653.1% | +115.1% | +538.0% | +1,446.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling