+537.8%
ASTS vs ARES
+486.6%
+51.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +7.3% | -1.7% | +9.0% | +8.3% |
| 30D | -8.9% | +0.3% | -9.1% | -9.2% |
| 3M | -41.9% | +8.5% | -50.4% | -44.8% |
| 6M | -40.6% | +23.5% | -64.1% | -48.0% |
| YTD | -14.2% | -11.2% | -3.0% | -10.4% |
| 1Y | +48.9% | -19.3% | +68.1% | +62.3% |
| 3Y | +1,461.7% | +48.7% | +1,413.0% | +1,113.3% |
| 5Y | +404.1% | +106.5% | +297.6% | +226.2% |
| All | +537.8% | +486.6% | +51.2% | +288.9% |
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 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