+230.9%
ASTS vs ALLY
+54.3%
+176.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +7.7% |
| 7D | -21.1% | +0.9% | -22.0% | -21.5% |
| 30D | -46.7% | +3.1% | -49.8% | -47.4% |
| 3M | -52.0% | -12.6% | -39.4% | -49.4% |
| 6M | -54.3% | -12.4% | -41.8% | -52.0% |
| YTD | -55.5% | -13.2% | -42.3% | -53.1% |
| 1Y | -50.5% | +1.8% | -52.3% | -50.6% |
| 3Y | +706.2% | +58.0% | +648.3% | +588.9% |
| 5Y | +165.2% | -8.4% | +173.6% | +151.7% |
| All | +230.9% | +54.3% | +176.6% | +208.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling