+537.8%
ASTS vs AVAV
+148.3%
+389.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +7.3% | -2.2% | +9.6% | +8.3% |
| 30D | -8.9% | -13.9% | +5.1% | -3.5% |
| 3M | -41.9% | -29.2% | -12.7% | -34.1% |
| 6M | -40.6% | -36.1% | -4.5% | -30.2% |
| YTD | -14.2% | -40.2% | +26.0% | +2.6% |
| 1Y | +48.9% | -36.2% | +85.1% | +78.1% |
| 3Y | +1,461.7% | +47.5% | +1,414.1% | +1,341.0% |
| 5Y | +404.1% | +39.3% | +364.9% | +347.9% |
| All | +537.8% | +148.3% | +389.4% | +482.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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