+941.4%
ASTS vs AS
+133.7%
+807.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.3% |
| 7D | -29.9% | +7.1% | -37.0% | -32.0% |
| 30D | -52.2% | +12.8% | -65.0% | -54.7% |
| 3M | -55.8% | -14.7% | -41.1% | -53.1% |
| 6M | -52.7% | -9.9% | -42.8% | -51.2% |
| YTD | -58.4% | -16.1% | -42.3% | -56.2% |
| 1Y | -57.1% | +0.2% | -57.2% | -58.3% |
| All | +941.4% | +133.7% | +807.6% | +565.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling