+174.0%
ASTS vs APH
+280.5%
-106.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.1% | +2.9% | +3.4% |
| 7D | -21.1% | -5.9% | -15.1% | -16.4% |
| 30D | -46.7% | -14.8% | -31.9% | -38.4% |
| 3M | -52.0% | -12.4% | -39.6% | -46.2% |
| 6M | -54.3% | +8.1% | -62.3% | -58.1% |
| YTD | -55.5% | +10.9% | -66.4% | -63.0% |
| 1Y | -50.5% | +8.8% | -59.2% | -57.5% |
| 3Y | +706.2% | +262.1% | +444.2% | +53.8% |
| All | +174.0% | +280.5% | -106.5% | -53.1% |
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