+182.4%
ASTS vs APA
+76.3%
+106.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.3% | -10.0% | -9.0% |
| 7D | -9.3% | -5.5% | -3.8% | -8.1% |
| 30D | -33.9% | -1.2% | -32.7% | -33.7% |
| 3M | -51.0% | +10.6% | -61.6% | -52.4% |
| 6M | -55.1% | +28.4% | -83.5% | -58.6% |
| YTD | -53.6% | +89.7% | -143.4% | -62.6% |
| 1Y | -51.0% | +90.6% | -141.6% | -60.5% |
| 3Y | +681.7% | +36.9% | +644.8% | +551.0% |
| 5Y | +182.4% | +83.2% | +99.2% | +113.2% |
| All | +182.4% | +76.3% | +106.1% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling