+1,505.9%
ASTS vs APH
+89.1%
+1,416.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -47.8% | +53.2% | +25.8% |
| 7D | +1.4% | -48.7% | +50.1% | +22.7% |
| 30D | -8.9% | -51.9% | +43.1% | +15.7% |
| 3M | -41.9% | -43.6% | +1.6% | -34.4% |
| 6M | -40.6% | -37.5% | -3.1% | -38.9% |
| YTD | -14.2% | -38.6% | +24.4% | -15.6% |
| 1Y | +48.9% | -26.3% | +75.2% | +24.5% |
| All | +1,505.9% | +89.1% | +1,416.8% | +226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling