+244.8%
ASTS vs AVTR
+8.4%
+236.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.1% | -6.5% | -8.1% |
| 7D | -9.3% | -0.1% | -9.2% | -9.0% |
| 30D | -33.9% | -0.6% | -33.3% | -33.6% |
| 3M | -51.0% | +13.4% | -64.4% | -52.6% |
| 6M | -55.1% | +87.4% | -142.5% | -63.3% |
| YTD | -53.6% | +35.9% | -89.5% | -58.4% |
| 1Y | -51.0% | +35.4% | -86.4% | -56.1% |
| 3Y | +681.7% | -16.1% | +697.8% | +677.5% |
| 5Y | +182.4% | -59.4% | +241.8% | +221.8% |
| All | +244.8% | +8.4% | +236.4% | +278.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling