+537.8%
ASTS vs ALM
+1,474.4%
-936.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +7.3% | -2.6% | +9.9% | +7.8% |
| 30D | -8.9% | +32.0% | -40.9% | -12.7% |
| 3M | -41.9% | -15.0% | -26.9% | -40.9% |
| 6M | -40.6% | -10.1% | -30.5% | -40.3% |
| YTD | -14.2% | +99.4% | -113.6% | -20.7% |
| 1Y | +48.9% | +316.4% | -267.5% | +29.3% |
| 3Y | +1,461.7% | +2,022.0% | -560.3% | +1,122.6% |
| 5Y | +404.1% | +941.2% | -537.1% | +291.8% |
| All | +537.8% | +1,474.4% | -936.6% | +400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling