+244.8%
ASTS vs APH
+573.4%
-328.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.7% | -8.0% |
| 7D | -9.3% | -5.0% | -4.3% | -5.2% |
| 30D | -33.9% | -8.4% | -25.5% | -29.1% |
| 3M | -51.0% | -4.5% | -46.5% | -49.2% |
| 6M | -55.1% | +25.3% | -80.4% | -61.3% |
| YTD | -53.6% | +18.9% | -72.5% | -60.5% |
| 1Y | -51.0% | +11.9% | -62.9% | -55.9% |
| 3Y | +681.7% | +278.0% | +403.7% | +194.5% |
| 5Y | +182.4% | +306.4% | -124.0% | +0.9% |
| All | +244.8% | +573.4% | -328.5% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling