+537.8%
ASTS vs APH
+237.4%
+300.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -47.8% | +53.2% | +28.9% |
| 7D | +1.4% | -48.7% | +50.1% | +25.5% |
| 30D | -8.9% | -51.9% | +43.1% | +17.9% |
| 3M | -41.9% | -43.6% | +1.6% | -32.5% |
| 6M | -40.6% | -37.5% | -3.1% | -36.6% |
| YTD | -14.2% | -38.6% | +24.4% | -10.4% |
| 1Y | +48.9% | -26.3% | +75.2% | +36.7% |
| 3Y | +1,461.7% | +89.2% | +1,372.5% | +639.2% |
| 5Y | +404.1% | +119.8% | +284.3% | +120.2% |
| All | +537.8% | +237.4% | +300.4% | +167.0% |
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