+253.1%
ASTS vs ALLY
+53.6%
+199.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.5% |
| 7D | +14.2% | -2.1% | +16.4% | +15.4% |
| 30D | -26.7% | +2.0% | -28.7% | -27.2% |
| 3M | -53.6% | -13.3% | -40.2% | -50.8% |
| 6M | -52.7% | -9.9% | -42.9% | -50.8% |
| YTD | -52.5% | -13.5% | -39.0% | -49.8% |
| 1Y | -46.5% | -2.8% | -43.7% | -45.6% |
| 3Y | +700.5% | +63.4% | +637.0% | +578.2% |
| 5Y | +168.5% | -10.9% | +179.4% | +156.1% |
| All | +253.1% | +53.6% | +199.5% | +229.8% |
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