+193.2%
ASTS vs AVAV
+35.3%
+157.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.4% |
| 7D | +2.8% | +9.9% | -7.1% | -0.8% |
| 30D | -28.8% | -5.4% | -23.4% | -26.4% |
| 3M | -48.9% | -36.5% | -12.3% | -37.2% |
| 6M | -55.6% | -25.3% | -30.4% | -49.5% |
| YTD | -49.6% | -48.6% | -1.0% | -33.6% |
| 1Y | -46.1% | -62.1% | +16.0% | -20.8% |
| 3Y | +749.7% | +2.3% | +747.3% | +800.0% |
| 5Y | +193.2% | +35.4% | +157.8% | +127.1% |
| All | +193.2% | +35.3% | +157.9% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling