+48.9%
ASTS vs ALLY
+9.5%
+39.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +7.3% | +3.7% | +3.7% | +4.3% |
| 30D | -8.9% | -2.3% | -6.6% | -7.2% |
| 3M | -41.9% | +3.8% | -45.8% | -44.3% |
| 6M | -40.6% | +9.7% | -50.3% | -46.6% |
| YTD | -14.2% | -1.4% | -12.8% | -13.3% |
| 1Y | +48.9% | +8.2% | +40.6% | +36.0% |
| All | +48.9% | +9.5% | +39.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling