+147.7%
ASTS vs APH
+274.6%
-126.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.3% | -5.9% | -7.0% |
| 7D | -29.9% | -12.7% | -17.2% | -20.7% |
| 30D | -52.2% | -19.2% | -33.0% | -42.2% |
| 3M | -55.8% | -16.7% | -39.2% | -48.3% |
| 6M | -52.7% | +5.1% | -57.9% | -55.6% |
| YTD | -58.4% | +6.6% | -65.0% | -64.2% |
| 1Y | -57.1% | +3.9% | -61.0% | -61.6% |
| 3Y | +629.5% | +246.0% | +383.4% | +45.1% |
| 5Y | +147.7% | +268.0% | -120.2% | -55.8% |
| All | +147.7% | +274.6% | -126.9% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling