+457.0%
ASTS vs AUR
-34.2%
+491.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.7% | +3.4% | +5.2% |
| 7D | +18.5% | +19.2% | -0.7% | +11.6% |
| 30D | -8.1% | -7.8% | -0.3% | -5.6% |
| 3M | -28.2% | +4.0% | -32.2% | -29.1% |
| 6M | -26.1% | +45.0% | -71.1% | -35.9% |
| YTD | -9.0% | +69.5% | -78.5% | -24.8% |
| 1Y | +62.2% | +13.0% | +49.2% | +53.8% |
| 3Y | +1,621.9% | +90.4% | +1,531.5% | +1,155.3% |
| 5Y | +457.0% | -34.2% | +491.2% | +291.3% |
| All | +457.0% | -34.2% | +491.3% | +291.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling