+537.8%
ASTS vs AR
+1,463.9%
-926.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +7.3% | +2.5% | +4.8% | +7.0% |
| 30D | -8.9% | +14.8% | -23.7% | -10.5% |
| 3M | -41.9% | +6.2% | -48.2% | -42.5% |
| 6M | -40.6% | +4.3% | -44.9% | -41.3% |
| YTD | -14.2% | +14.4% | -28.6% | -16.5% |
| 1Y | +48.9% | +21.3% | +27.5% | +43.6% |
| 3Y | +1,461.7% | +39.8% | +1,421.9% | +1,379.9% |
| 5Y | +404.1% | +142.1% | +262.1% | +374.0% |
| All | +537.8% | +1,463.9% | -926.1% | +504.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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