+1,505.9%
ASTS vs APLD
+351.5%
+1,154.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +7.3% | +4.1% | +3.3% | +6.3% |
| 30D | -8.9% | -11.7% | +2.8% | -6.0% |
| 3M | -41.9% | -40.3% | -1.7% | -34.2% |
| 6M | -40.6% | -8.0% | -32.6% | -40.4% |
| YTD | -14.2% | +7.5% | -21.8% | -16.5% |
| 1Y | +48.9% | +84.0% | -35.2% | +32.5% |
| All | +1,505.9% | +351.5% | +1,154.4% | +984.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling