+147.7%
ASTS vs ALM
+390.7%
-243.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.6% | -5.7% | -12.8% |
| 7D | -29.9% | -14.5% | -15.4% | -26.9% |
| 30D | -52.2% | -39.0% | -13.1% | -45.9% |
| 3M | -55.8% | -40.3% | -15.6% | -50.1% |
| 6M | -52.7% | -60.3% | +7.6% | -41.6% |
| YTD | -58.4% | -9.8% | -48.7% | -56.5% |
| 1Y | -57.1% | +30.8% | -87.8% | -58.2% |
| 3Y | +629.5% | +772.4% | -143.0% | +401.6% |
| 5Y | +147.7% | +390.7% | -243.0% | +71.5% |
| All | +147.7% | +390.7% | -243.0% | +71.5% |
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