+195.6%
ASTS vs AUR
-55.5%
+251.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.4% | +8.7% | +12.2% |
| 7D | +1.5% | +9.9% | -8.4% | -1.5% |
| 30D | -27.6% | -20.2% | -7.4% | -21.6% |
| 3M | -48.7% | -34.1% | -14.6% | -40.9% |
| 6M | -50.8% | -34.3% | -16.5% | -43.7% |
| YTD | -49.2% | +21.1% | -70.3% | -53.0% |
| 1Y | -46.7% | +7.6% | -54.3% | -48.4% |
| 3Y | +793.2% | +159.8% | +633.4% | +523.7% |
| 5Y | +195.6% | -53.9% | +249.5% | +138.7% |
| All | +195.6% | -55.5% | +251.1% | +138.7% |
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