+708.5%
ASTS vs AUR
-35.0%
+743.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | 0.0% | +11.1% | -11.1% | -3.6% |
| 30D | -9.2% | -6.9% | -2.3% | -7.1% |
| 3M | -29.6% | +5.5% | -35.2% | -30.8% |
| 6M | -30.5% | +41.0% | -71.5% | -39.1% |
| YTD | -14.1% | +69.3% | -83.3% | -29.0% |
| 1Y | +69.1% | +14.0% | +55.1% | +59.9% |
| 3Y | +1,525.5% | +90.1% | +1,435.5% | +1,086.3% |
| 5Y | +425.9% | -34.4% | +460.3% | +312.1% |
| All | +708.5% | -35.0% | +743.5% | +584.2% |
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