+336.4%
ASTS vs AUR
-54.5%
+390.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -7.9% |
| 7D | -9.3% | +6.6% | -15.9% | -11.0% |
| 30D | -33.9% | -22.0% | -11.9% | -27.8% |
| 3M | -51.0% | -34.8% | -16.2% | -43.3% |
| 6M | -55.1% | -35.7% | -19.4% | -48.2% |
| YTD | -53.6% | +18.5% | -72.1% | -56.7% |
| 1Y | -51.0% | +4.4% | -55.3% | -52.0% |
| 3Y | +681.7% | +150.7% | +531.0% | +453.8% |
| 5Y | +182.4% | -53.6% | +236.0% | +148.5% |
| All | +336.4% | -54.5% | +390.9% | +317.3% |
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