+209.1%
ASTS vs ALM
+612.4%
-403.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.6% | -5.7% | -13.7% |
| 7D | -29.9% | -14.5% | -15.4% | -28.0% |
| 30D | -52.2% | -39.0% | -13.1% | -48.3% |
| 3M | -55.8% | -40.3% | -15.6% | -52.2% |
| 6M | -52.7% | -60.3% | +7.6% | -45.9% |
| YTD | -58.4% | -9.8% | -48.7% | -56.6% |
| 1Y | -57.1% | +30.8% | -87.8% | -56.9% |
| 3Y | +629.5% | +772.4% | -143.0% | +544.9% |
| 5Y | +147.7% | +390.7% | -243.0% | +117.8% |
| All | +209.1% | +612.4% | -403.3% | +173.8% |
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