+274.8%
ASTS vs APTV
-56.3%
+331.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.9% |
| 7D | +2.8% | -8.9% | +11.7% | +6.8% |
| 30D | -28.8% | -9.5% | -19.3% | -26.1% |
| 3M | -48.9% | -20.6% | -28.3% | -44.3% |
| 6M | -55.6% | -28.9% | -26.8% | -50.6% |
| YTD | -49.6% | -48.2% | -1.4% | -36.9% |
| 1Y | -46.1% | -51.7% | +5.6% | -30.4% |
| 3Y | +749.7% | -48.1% | +797.7% | +947.9% |
| 5Y | +193.2% | -76.7% | +269.9% | +326.0% |
| All | +274.8% | -56.3% | +331.2% | +435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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