+541.7%
ASTS vs APLD
+461.1%
+80.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +7.3% | +4.1% | +3.3% | +6.6% |
| 30D | -8.9% | -11.7% | +2.8% | -6.8% |
| 3M | -41.9% | -40.3% | -1.7% | -36.3% |
| 6M | -40.6% | -8.0% | -32.6% | -40.3% |
| YTD | -14.2% | +7.5% | -21.8% | -15.6% |
| 1Y | +48.9% | +84.0% | -35.2% | +36.3% |
| 3Y | +1,461.7% | +356.2% | +1,105.4% | +1,020.0% |
| All | +541.7% | +461.1% | +80.6% | +310.7% |
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 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