+2,048.6%
ASTS vs AS
+120.4%
+1,928.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -1.2% |
| 7D | +7.3% | -4.9% | +12.2% | +9.5% |
| 30D | -8.9% | -19.6% | +10.7% | -0.3% |
| 3M | -41.9% | -14.4% | -27.5% | -38.6% |
| 6M | -40.6% | -20.1% | -20.5% | -35.3% |
| YTD | -14.2% | -20.9% | +6.7% | -6.8% |
| 1Y | +48.9% | -21.9% | +70.7% | +61.0% |
| All | +2,048.6% | +120.4% | +1,928.2% | +1,315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling