+537.8%
ASTS vs APH
+596.1%
-58.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +7.3% | +5.0% | +2.4% | +3.5% |
| 30D | -8.9% | -3.9% | -5.0% | -6.6% |
| 3M | -41.9% | +13.0% | -54.9% | -46.6% |
| 6M | -40.6% | +25.2% | -65.7% | -49.8% |
| YTD | -14.2% | +22.9% | -37.1% | -29.1% |
| 1Y | +48.9% | +47.8% | +1.0% | +8.0% |
| 3Y | +1,461.7% | +283.0% | +1,178.6% | +480.6% |
| 5Y | +404.1% | +349.7% | +54.5% | +72.1% |
| All | +537.8% | +596.1% | -58.4% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling