+253.1%
ASTS vs ALM
+583.7%
-330.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.7% | -4.7% |
| 7D | +14.2% | -4.0% | +18.3% | +15.3% |
| 30D | -26.7% | -30.5% | +3.8% | -22.1% |
| 3M | -53.6% | -46.9% | -6.7% | -48.7% |
| 6M | -52.7% | -65.5% | +12.8% | -44.7% |
| YTD | -52.5% | -13.4% | -39.1% | -50.0% |
| 1Y | -46.5% | +9.8% | -56.3% | -45.1% |
| 3Y | +700.5% | +783.1% | -82.6% | +613.9% |
| 5Y | +168.5% | +378.3% | -209.8% | +138.3% |
| All | +253.1% | +583.7% | -330.6% | +215.7% |
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