+264.6%
ASTS vs ALLE
+80.2%
+184.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -5.0% |
| 7D | -15.8% | +6.7% | -22.5% | -18.7% |
| 30D | -39.0% | +25.4% | -64.4% | -46.1% |
| 3M | -49.3% | +16.9% | -66.3% | -53.5% |
| 6M | -47.9% | +46.6% | -94.5% | -58.0% |
| YTD | -51.0% | +22.4% | -73.4% | -56.7% |
| 1Y | -49.2% | +17.7% | -66.9% | -54.1% |
| 3Y | +760.4% | +96.3% | +664.0% | +515.3% |
| 5Y | +185.6% | +57.4% | +128.2% | +114.1% |
| All | +264.6% | +80.2% | +184.4% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling