+160.4%
ASTS vs ALM
+410.2%
-249.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.7% | -13.2% | -7.5% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | -22.6% | -19.3% | -3.3% | -18.3% |
| 3M | -54.4% | -40.6% | -13.8% | -48.4% |
| 6M | -56.4% | -57.9% | +1.5% | -46.7% |
| YTD | -55.1% | -6.7% | -48.4% | -53.4% |
| 1Y | -46.9% | +20.2% | -67.1% | -47.6% |
| 3Y | +715.0% | +879.4% | -164.4% | +451.3% |
| All | +160.4% | +410.2% | -249.9% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling