+209.1%
ASTS vs AVAV
+75.2%
+133.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.8% | -5.4% | -11.3% |
| 7D | -29.9% | -24.3% | -5.6% | -21.4% |
| 30D | -52.2% | -28.9% | -23.3% | -45.0% |
| 3M | -55.8% | -39.3% | -16.6% | -46.1% |
| 6M | -52.7% | -38.8% | -14.0% | -42.6% |
| YTD | -58.4% | -57.8% | -0.6% | -42.7% |
| 1Y | -57.1% | -70.9% | +13.8% | -33.5% |
| 3Y | +629.5% | -14.8% | +644.3% | +722.0% |
| 5Y | +147.7% | +7.3% | +140.4% | +149.6% |
| All | +209.1% | +75.2% | +133.9% | +225.0% |
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