+230.9%
ASTS vs ALM
+627.6%
-396.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +4.9% | +6.7% |
| 7D | -21.1% | -6.7% | -14.4% | -20.1% |
| 30D | -46.7% | -32.9% | -13.8% | -43.2% |
| 3M | -52.0% | -39.5% | -12.5% | -48.2% |
| 6M | -54.3% | -62.0% | +7.7% | -47.5% |
| YTD | -55.5% | -7.8% | -47.7% | -53.7% |
| 1Y | -50.5% | +26.7% | -77.2% | -50.1% |
| 3Y | +706.2% | +825.4% | -119.1% | +610.4% |
| 5Y | +165.2% | +401.2% | -236.0% | +132.4% |
| All | +230.9% | +627.6% | -396.7% | +192.2% |
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