+209.1%
ASTS vs APA
+135.2%
+73.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -15.0% |
| 7D | -29.9% | -15.6% | -14.3% | -28.6% |
| 30D | -52.2% | -0.9% | -51.2% | -52.1% |
| 3M | -55.8% | +26.1% | -81.9% | -57.0% |
| 6M | -52.7% | +6.1% | -58.8% | -53.4% |
| YTD | -58.4% | +82.8% | -141.3% | -61.7% |
| 1Y | -57.1% | +106.5% | -163.6% | -61.1% |
| 3Y | +629.5% | +21.9% | +607.6% | +579.9% |
| 5Y | +147.7% | +69.7% | +78.1% | +127.1% |
| All | +209.1% | +135.2% | +73.9% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling