+244.8%
ASTS vs ARES
+489.7%
-244.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | -9.3% | +8.1% | -17.4% | -12.8% |
| 30D | -33.9% | +18.9% | -52.8% | -39.8% |
| 3M | -51.0% | +2.3% | -53.3% | -51.8% |
| 6M | -55.1% | +12.7% | -67.8% | -58.4% |
| YTD | -53.6% | -10.8% | -42.9% | -51.8% |
| 1Y | -51.0% | -5.3% | -45.6% | -50.6% |
| 3Y | +681.7% | +42.0% | +639.6% | +519.4% |
| 5Y | +182.4% | +88.3% | +94.1% | +85.4% |
| All | +244.8% | +489.7% | -244.9% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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