+277.6%
ASTS vs ARES
+490.4%
-212.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.2% | +9.9% | +11.9% |
| 7D | +1.5% | +5.0% | -3.4% | -0.9% |
| 30D | -27.6% | +19.1% | -46.7% | -34.1% |
| 3M | -48.7% | +3.1% | -51.8% | -49.8% |
| 6M | -50.8% | +12.9% | -63.7% | -54.4% |
| YTD | -49.2% | -10.7% | -38.6% | -47.3% |
| 1Y | -46.7% | -5.5% | -41.1% | -46.2% |
| 3Y | +793.2% | +45.0% | +748.2% | +600.3% |
| 5Y | +195.6% | +87.4% | +108.2% | +94.2% |
| All | +277.6% | +490.4% | -212.8% | +128.9% |
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