+209.1%
ASTS vs ALLY
+56.9%
+152.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.3% | -13.9% | -14.7% |
| 7D | -29.9% | -1.1% | -28.7% | -29.6% |
| 30D | -52.2% | +4.2% | -56.3% | -52.9% |
| 3M | -55.8% | -12.4% | -43.4% | -53.5% |
| 6M | -52.7% | -8.7% | -44.0% | -51.1% |
| YTD | -58.4% | -11.6% | -46.8% | -56.5% |
| 1Y | -57.1% | +0.2% | -57.3% | -56.9% |
| 3Y | +629.5% | +57.1% | +572.4% | +524.0% |
| 5Y | +147.7% | -6.8% | +154.6% | +133.6% |
| All | +209.1% | +56.9% | +152.2% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling