+230.9%
ASTS vs APTV
-56.3%
+287.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.5% | +8.4% |
| 7D | -21.1% | -10.2% | -10.9% | -17.9% |
| 30D | -46.7% | -10.8% | -35.9% | -44.4% |
| 3M | -52.0% | -14.8% | -37.2% | -49.1% |
| 6M | -54.3% | -30.6% | -23.7% | -48.7% |
| YTD | -55.5% | -48.2% | -7.3% | -44.3% |
| 1Y | -50.5% | -52.0% | +1.5% | -35.9% |
| 3Y | +706.2% | -47.0% | +753.3% | +886.6% |
| 5Y | +165.2% | -77.5% | +242.7% | +286.1% |
| All | +230.9% | -56.3% | +287.2% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling