-46.1%
ASTS vs ALM
+14.6%
-60.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +2.8% | -7.2% | +10.0% | +7.4% |
| 30D | -28.8% | -26.4% | -2.5% | -17.8% |
| 3M | -48.9% | -38.6% | -10.3% | -37.3% |
| 6M | -55.6% | -61.0% | +5.4% | -35.2% |
| YTD | -49.6% | -7.4% | -42.2% | -45.2% |
| 1Y | -46.1% | +14.0% | -60.0% | -46.3% |
| All | -46.1% | +14.6% | -60.7% | -46.3% |
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