+1,505.9%
ASTS vs AVAV
+48.2%
+1,457.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | +7.3% | -2.2% | +9.6% | +8.6% |
| 30D | -8.9% | -13.9% | +5.1% | -2.0% |
| 3M | -41.9% | -29.2% | -12.7% | -31.8% |
| 6M | -40.6% | -36.1% | -4.5% | -27.3% |
| YTD | -14.2% | -40.2% | +26.0% | +7.1% |
| 1Y | +48.9% | -36.2% | +85.1% | +88.4% |
| All | +1,505.9% | +48.2% | +1,457.7% | +1,687.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling