+457.0%
ASTS vs ALNY
+39.4%
+417.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +6.8% |
| 7D | +18.5% | +5.7% | +12.8% | +16.8% |
| 30D | -8.1% | +18.7% | -26.7% | -12.5% |
| 3M | -28.2% | -11.0% | -17.2% | -27.9% |
| 6M | -26.1% | -18.9% | -7.2% | -23.6% |
| YTD | -9.0% | -34.6% | +25.6% | +0.3% |
| 1Y | +62.2% | -42.8% | +105.0% | +86.3% |
| 3Y | +1,621.9% | +29.1% | +1,592.7% | +1,371.1% |
| 5Y | +457.0% | +39.6% | +417.4% | +317.2% |
| All | +457.0% | +39.4% | +417.7% | +317.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling