+147.7%
ASTS vs ALL
+155.0%
-7.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.9% | -14.3% | -15.2% |
| 7D | -29.9% | +4.2% | -34.1% | -29.9% |
| 30D | -52.2% | +18.9% | -71.1% | -52.3% |
| 3M | -55.8% | +1.2% | -57.1% | -55.8% |
| 6M | -52.7% | +23.2% | -75.9% | -53.7% |
| YTD | -58.4% | +30.0% | -88.4% | -59.7% |
| 1Y | -57.1% | +39.6% | -96.7% | -59.0% |
| 3Y | +629.5% | +115.2% | +514.2% | +481.0% |
| 5Y | +147.7% | +156.2% | -8.5% | +95.2% |
| All | +147.7% | +155.0% | -7.2% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling