+264.6%
ASTS vs AVAV
+94.4%
+170.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.3% | +4.2% | -0.9% |
| 7D | -15.8% | -10.1% | -5.7% | -12.2% |
| 30D | -39.0% | -18.7% | -20.3% | -33.8% |
| 3M | -49.3% | -33.0% | -16.3% | -40.8% |
| 6M | -47.9% | -37.2% | -10.8% | -37.9% |
| YTD | -51.0% | -53.2% | +2.2% | -35.4% |
| 1Y | -49.2% | -69.0% | +19.8% | -23.8% |
| 3Y | +760.4% | -5.5% | +765.9% | +826.9% |
| 5Y | +185.6% | +20.1% | +165.5% | +174.6% |
| All | +264.6% | +94.4% | +170.2% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling