+653.1%
ASTS vs APLD
+160.5%
+492.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.7% | -0.5% | -11.3% |
| 7D | -29.9% | -27.0% | -2.9% | -23.6% |
| 30D | -52.2% | -44.1% | -8.1% | -44.3% |
| 3M | -55.8% | -52.6% | -3.3% | -46.6% |
| 6M | -52.7% | -64.5% | +11.8% | -38.9% |
| YTD | -58.4% | -42.2% | -16.2% | -52.4% |
| 1Y | -57.1% | -57.2% | +0.1% | -48.1% |
| All | +653.1% | +160.5% | +492.6% | +542.2% |
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