+274.8%
ASTS vs APA
+152.8%
+122.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.6% | +5.1% | +8.3% |
| 7D | +2.8% | +5.1% | -2.2% | +2.3% |
| 30D | -28.8% | +0.3% | -29.1% | -28.8% |
| 3M | -48.9% | +15.6% | -64.5% | -49.7% |
| 6M | -55.6% | +28.9% | -84.5% | -57.1% |
| YTD | -49.6% | +96.6% | -146.1% | -53.9% |
| 1Y | -46.1% | +95.5% | -141.6% | -50.7% |
| 3Y | +749.7% | +41.8% | +707.8% | +681.3% |
| 5Y | +193.2% | +85.4% | +107.8% | +166.7% |
| All | +274.8% | +152.8% | +122.0% | +237.3% |
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