+48.9%
ASTS vs APA
+94.6%
-45.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.1% |
| 7D | +7.3% | +0.5% | +6.8% | +7.4% |
| 30D | -8.9% | +23.4% | -32.3% | -8.0% |
| 3M | -41.9% | +12.7% | -54.6% | -41.1% |
| 6M | -40.6% | +39.4% | -80.0% | -43.3% |
| YTD | -14.2% | +79.0% | -93.2% | -22.8% |
| 1Y | +48.9% | +88.8% | -40.0% | +34.6% |
| All | +48.9% | +94.6% | -45.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling