+513.2%
ASTS vs ALNY
+184.4%
+328.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | 0.0% | -3.0% |
| 7D | -3.6% | -6.4% | +2.9% | -1.9% |
| 30D | -16.4% | +11.9% | -28.3% | -18.7% |
| 3M | -31.4% | -15.0% | -16.4% | -30.3% |
| 6M | -31.6% | -23.2% | -8.3% | -28.5% |
| YTD | -17.5% | -37.8% | +20.2% | -9.0% |
| 1Y | +59.4% | -47.3% | +106.7% | +84.4% |
| 3Y | +1,460.2% | +22.9% | +1,437.3% | +1,284.1% |
| 5Y | +413.4% | +30.6% | +382.8% | +323.7% |
| All | +513.2% | +184.4% | +328.8% | +410.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling