+230.9%
ASTS vs APA
+141.4%
+89.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.4% | +6.8% |
| 7D | -21.1% | -15.5% | -5.6% | -19.6% |
| 30D | -46.7% | +2.4% | -49.1% | -46.8% |
| 3M | -52.0% | +22.8% | -74.8% | -53.1% |
| 6M | -54.3% | +17.9% | -72.2% | -55.3% |
| YTD | -55.5% | +87.7% | -143.2% | -59.1% |
| 1Y | -50.5% | +94.2% | -144.7% | -54.7% |
| 3Y | +706.2% | +27.2% | +679.0% | +648.5% |
| 5Y | +165.2% | +74.1% | +91.1% | +142.4% |
| All | +230.9% | +141.4% | +89.5% | +199.2% |
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