+233.0%
ASTS vs APLD
+230.9%
+2.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.7% | -2.7% | +5.2% |
| 7D | -21.1% | -12.7% | -8.4% | -18.8% |
| 30D | -46.7% | -34.7% | -12.0% | -42.0% |
| 3M | -52.0% | -46.1% | -5.9% | -46.0% |
| 6M | -54.3% | -64.9% | +10.6% | -44.6% |
| YTD | -55.5% | -36.6% | -18.9% | -51.6% |
| 1Y | -50.5% | -50.0% | -0.5% | -44.2% |
| 3Y | +706.2% | +190.1% | +516.1% | +535.8% |
| All | +233.0% | +230.9% | +2.1% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling