+576.8%
ASTS vs AU
+501.1%
+75.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.3% | +6.3% |
| 7D | +18.5% | -0.3% | +18.8% | +18.5% |
| 30D | -8.1% | +12.8% | -20.9% | -9.5% |
| 3M | -28.2% | +28.5% | -56.6% | -30.3% |
| 6M | -26.1% | +4.8% | -30.9% | -27.0% |
| YTD | -9.0% | +31.0% | -39.9% | -11.2% |
| 1Y | +62.2% | +81.4% | -19.3% | +56.5% |
| 3Y | +1,621.9% | +618.4% | +1,003.4% | +1,535.3% |
| 5Y | +457.0% | +686.3% | -229.3% | +424.7% |
| All | +576.8% | +501.1% | +75.7% | +538.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling