+576.8%
ASTS vs AVTR
+6.2%
+570.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.6% |
| 7D | +18.5% | +7.4% | +11.1% | +16.2% |
| 30D | -8.1% | +12.2% | -20.3% | -11.0% |
| 3M | -28.2% | +57.4% | -85.6% | -37.9% |
| 6M | -26.1% | +86.7% | -112.8% | -39.5% |
| YTD | -9.0% | +33.1% | -42.0% | -18.1% |
| 1Y | +62.2% | +16.1% | +46.0% | +49.0% |
| 3Y | +1,621.9% | -24.6% | +1,646.5% | +1,658.6% |
| 5Y | +457.0% | -63.5% | +520.5% | +541.1% |
| All | +576.8% | +6.2% | +570.6% | +646.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AVTR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling