+209.1%
ASTS vs ARES
+465.6%
-256.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.0% |
| 7D | -29.9% | +4.9% | -34.8% | -31.9% |
| 30D | -52.2% | +13.6% | -65.7% | -55.5% |
| 3M | -55.8% | -3.3% | -52.5% | -55.4% |
| 6M | -52.7% | +11.0% | -63.7% | -55.8% |
| YTD | -58.4% | -14.4% | -44.0% | -56.0% |
| 1Y | -57.1% | -9.1% | -48.0% | -55.9% |
| 3Y | +629.5% | +37.1% | +592.4% | +487.7% |
| 5Y | +147.7% | +83.3% | +64.4% | +65.4% |
| All | +209.1% | +465.6% | -256.5% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling