+230.9%
ASTS vs AVAV
+93.6%
+137.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.5% | -3.4% | +2.9% |
| 7D | -21.1% | -10.6% | -10.5% | -17.2% |
| 30D | -46.7% | -18.8% | -27.9% | -41.9% |
| 3M | -52.0% | -34.1% | -17.9% | -43.3% |
| 6M | -54.3% | -35.3% | -18.9% | -45.9% |
| YTD | -55.5% | -53.4% | -2.1% | -41.1% |
| 1Y | -50.5% | -65.6% | +15.2% | -27.7% |
| 3Y | +706.2% | -5.1% | +711.3% | +771.4% |
| 5Y | +165.2% | +18.5% | +146.7% | +156.8% |
| All | +230.9% | +93.6% | +137.3% | +234.5% |
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