+346.9%
ASTS vs AUR
-56.5%
+403.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.4% | -0.4% | -3.9% |
| 7D | +14.2% | +7.9% | +6.3% | +11.6% |
| 30D | -26.7% | -18.5% | -8.2% | -21.1% |
| 3M | -53.6% | -36.7% | -16.9% | -45.7% |
| 6M | -52.7% | -39.8% | -13.0% | -44.2% |
| YTD | -52.5% | +13.3% | -65.8% | -54.9% |
| 1Y | -46.5% | +2.8% | -49.3% | -47.3% |
| 3Y | +700.5% | +139.7% | +560.8% | +476.5% |
| 5Y | +168.5% | -56.5% | +225.0% | +139.9% |
| All | +346.9% | -56.5% | +403.4% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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