+209.1%
ASTS vs APH
+503.4%
-294.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.3% | -5.9% | -8.7% |
| 7D | -29.9% | -12.7% | -17.2% | -22.6% |
| 30D | -52.2% | -19.2% | -33.0% | -44.3% |
| 3M | -55.8% | -16.7% | -39.2% | -49.9% |
| 6M | -52.7% | +5.1% | -57.9% | -54.5% |
| YTD | -58.4% | +6.6% | -65.0% | -61.9% |
| 1Y | -57.1% | +3.9% | -61.0% | -59.6% |
| 3Y | +629.5% | +246.0% | +383.4% | +191.4% |
| 5Y | +147.7% | +268.0% | -120.2% | -5.1% |
| All | +209.1% | +503.4% | -294.3% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling