+230.9%
ASTS vs ARES
+466.7%
-235.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +7.0% |
| 7D | -21.1% | +4.5% | -25.6% | -23.2% |
| 30D | -46.7% | +15.7% | -62.4% | -50.9% |
| 3M | -52.0% | -2.0% | -50.0% | -51.8% |
| 6M | -54.3% | +10.4% | -64.7% | -57.1% |
| YTD | -55.5% | -14.2% | -41.3% | -52.9% |
| 1Y | -50.5% | -7.8% | -42.7% | -49.5% |
| 3Y | +706.2% | +41.4% | +664.8% | +539.1% |
| 5Y | +165.2% | +83.7% | +81.5% | +76.9% |
| All | +230.9% | +466.7% | -235.8% | +104.5% |
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