+707.1%
ASTS vs AUR
-36.6%
+743.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | +8.7% | -1.4% | +4.3% |
| 30D | -8.9% | -5.2% | -3.6% | -7.2% |
| 3M | -41.9% | -7.3% | -34.6% | -40.2% |
| 6M | -40.6% | +41.2% | -81.8% | -48.0% |
| YTD | -14.2% | +65.1% | -79.3% | -28.5% |
| 1Y | +48.9% | +13.4% | +35.4% | +41.1% |
| 3Y | +1,461.7% | +98.1% | +1,363.5% | +1,025.1% |
| 5Y | +404.1% | -36.0% | +440.2% | +298.3% |
| All | +707.1% | -36.6% | +743.7% | +588.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling