+253.1%
ASTS vs APO
+253.5%
-0.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.2% |
| 7D | +14.2% | +3.5% | +10.8% | +12.7% |
| 30D | -26.7% | +4.4% | -31.1% | -28.2% |
| 3M | -53.6% | -12.1% | -41.5% | -51.1% |
| 6M | -52.7% | -7.2% | -45.5% | -51.5% |
| YTD | -52.5% | -15.1% | -37.4% | -49.7% |
| 1Y | -46.5% | -7.7% | -38.9% | -45.1% |
| 3Y | +700.5% | +49.6% | +650.9% | +570.3% |
| 5Y | +168.5% | +78.3% | +90.2% | +101.6% |
| All | +253.1% | +253.5% | -0.4% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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