+264.6%
ASTS vs AR
+1,385.3%
-1,120.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.1% | -3.4% |
| 7D | -15.8% | -11.1% | -4.7% | -14.6% |
| 30D | -39.0% | +7.9% | -46.9% | -39.6% |
| 3M | -49.3% | +4.9% | -54.2% | -49.8% |
| 6M | -47.9% | -5.3% | -42.6% | -48.0% |
| YTD | -51.0% | +8.6% | -59.6% | -52.1% |
| 1Y | -49.2% | +13.7% | -62.8% | -50.6% |
| 3Y | +760.4% | +22.8% | +737.6% | +725.3% |
| 5Y | +185.6% | +82.0% | +103.7% | +170.9% |
| All | +264.6% | +1,385.3% | -1,120.7% | +247.1% |
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