+230.9%
ASTS vs APD
+67.1%
+163.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.6% |
| 7D | -21.1% | -3.7% | -17.4% | -20.0% |
| 30D | -46.7% | +9.6% | -56.3% | -48.4% |
| 3M | -52.0% | +1.6% | -53.6% | -52.4% |
| 6M | -54.3% | +2.2% | -56.4% | -54.9% |
| YTD | -55.5% | +25.9% | -81.4% | -59.6% |
| 1Y | -50.5% | +20.1% | -70.6% | -54.4% |
| 3Y | +706.2% | +12.4% | +693.8% | +646.2% |
| 5Y | +165.2% | +11.1% | +154.1% | +129.0% |
| All | +230.9% | +67.1% | +163.8% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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