+244.8%
ASTS vs ALM
+629.4%
-384.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.2% | -1.4% | -7.5% |
| 7D | -9.3% | -6.3% | -3.0% | -8.0% |
| 30D | -33.9% | -31.4% | -2.5% | -29.7% |
| 3M | -51.0% | -40.6% | -10.4% | -46.9% |
| 6M | -55.1% | -58.6% | +3.5% | -48.9% |
| YTD | -53.6% | -7.6% | -46.0% | -51.7% |
| 1Y | -51.0% | +13.8% | -64.8% | -50.1% |
| 3Y | +681.7% | +842.1% | -160.5% | +589.6% |
| 5Y | +182.4% | +407.4% | -225.0% | +147.8% |
| All | +244.8% | +629.4% | -384.6% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling