+211.0%
ASTS vs APLD
+201.5%
+9.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.7% | -0.5% | -12.4% |
| 7D | -29.9% | -27.0% | -2.9% | -25.3% |
| 30D | -52.2% | -44.1% | -8.1% | -46.4% |
| 3M | -55.8% | -52.6% | -3.3% | -49.1% |
| 6M | -52.7% | -64.5% | +11.8% | -42.7% |
| YTD | -58.4% | -42.2% | -16.2% | -54.0% |
| 1Y | -57.1% | -57.2% | +0.1% | -50.3% |
| 3Y | +629.5% | +159.5% | +469.9% | +486.8% |
| All | +211.0% | +201.5% | +9.5% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling