+277.6%
ASTS vs APA
+141.0%
+136.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.2% | +14.3% | +14.1% |
| 7D | +1.5% | -8.7% | +10.3% | +2.5% |
| 30D | -27.6% | -2.4% | -25.2% | -27.4% |
| 3M | -48.7% | +19.0% | -67.7% | -49.8% |
| 6M | -50.8% | +26.8% | -77.6% | -52.4% |
| YTD | -49.2% | +87.3% | -136.6% | -53.4% |
| 1Y | -46.7% | +92.3% | -139.0% | -51.2% |
| 3Y | +793.2% | +37.3% | +756.0% | +724.5% |
| 5Y | +195.6% | +73.2% | +122.4% | +170.3% |
| All | +277.6% | +141.0% | +136.6% | +241.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling