+277.6%
ASTS vs APTV
-55.8%
+333.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.2% | +12.9% | +13.6% |
| 7D | +1.5% | -9.8% | +11.3% | +5.6% |
| 30D | -27.6% | -8.9% | -18.7% | -25.1% |
| 3M | -48.7% | -19.5% | -29.3% | -44.5% |
| 6M | -50.8% | -31.1% | -19.7% | -44.7% |
| YTD | -49.2% | -47.5% | -1.7% | -36.7% |
| 1Y | -46.7% | -52.3% | +5.6% | -30.8% |
| 3Y | +793.2% | -45.2% | +838.4% | +981.4% |
| 5Y | +195.6% | -76.9% | +272.5% | +328.0% |
| All | +277.6% | -55.8% | +333.4% | +436.5% |
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