+209.1%
ASTS vs APD
+69.7%
+139.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -14.2% |
| 7D | -29.9% | -0.7% | -29.2% | -29.6% |
| 30D | -52.2% | +10.1% | -62.3% | -53.8% |
| 3M | -55.8% | +4.9% | -60.7% | -56.6% |
| 6M | -52.7% | +2.5% | -55.2% | -53.4% |
| YTD | -58.4% | +27.8% | -86.2% | -62.5% |
| 1Y | -57.1% | +32.9% | -90.0% | -62.1% |
| 3Y | +629.5% | +13.4% | +616.1% | +573.4% |
| 5Y | +147.7% | +12.8% | +134.9% | +112.9% |
| All | +209.1% | +69.7% | +139.4% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling