-49.3%
ASTS vs AS
-13.3%
-36.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.1% | -9.2% | -3.1% |
| 7D | -15.8% | +13.8% | -29.6% | -14.4% |
| 30D | -39.0% | +16.7% | -55.7% | -37.7% |
| 3M | -49.3% | -11.5% | -37.8% | -48.8% |
| All | -49.3% | -13.3% | -36.1% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3mo: compounded portfolio wealth divided by compounded AS 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…
3mo analysis · Full analysis span regression · Available span rolling