-49.2%
ASTS vs ALM
+44.8%
-94.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.6% |
| 7D | -15.8% | -6.4% | -9.4% | -13.3% |
| 30D | -39.0% | -35.0% | -4.1% | -26.8% |
| 3M | -49.3% | -33.8% | -15.5% | -40.6% |
| 6M | -47.9% | -55.0% | +7.1% | -29.2% |
| YTD | -51.0% | -0.2% | -50.7% | -48.7% |
| 1Y | -49.2% | +41.8% | -90.9% | -55.9% |
| All | -49.2% | +44.8% | -94.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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