+1,128.3%
ASTS vs AS
+139.2%
+989.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.1% | -9.2% | -6.2% |
| 7D | -15.8% | +13.8% | -29.6% | -20.5% |
| 30D | -39.0% | +16.7% | -55.7% | -43.2% |
| 3M | -49.3% | -11.5% | -37.8% | -47.2% |
| 6M | -47.9% | -5.5% | -42.4% | -47.5% |
| YTD | -51.0% | -14.2% | -36.8% | -48.9% |
| 1Y | -49.2% | +2.1% | -51.2% | -51.0% |
| All | +1,128.3% | +139.2% | +989.1% | +676.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling