+653.1%
ASTS vs ALLE
+90.7%
+562.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -13.4% |
| 7D | -29.9% | 0.0% | -29.9% | -29.9% |
| 30D | -52.2% | +20.6% | -72.7% | -58.2% |
| 3M | -55.8% | +11.4% | -67.2% | -59.1% |
| 6M | -52.7% | +42.5% | -95.3% | -64.2% |
| YTD | -58.4% | +18.9% | -77.3% | -63.9% |
| 1Y | -57.1% | +14.2% | -71.3% | -61.3% |
| All | +653.1% | +90.7% | +562.4% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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