+274.8%
ASTS vs AVTR
+9.5%
+265.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.4% |
| 7D | +2.8% | +0.5% | +2.3% | +3.0% |
| 30D | -28.8% | +1.5% | -30.4% | -28.9% |
| 3M | -48.9% | +14.2% | -63.1% | -50.6% |
| 6M | -55.6% | +97.4% | -153.0% | -64.2% |
| YTD | -49.6% | +37.3% | -86.8% | -55.0% |
| 1Y | -46.1% | +36.8% | -82.8% | -51.8% |
| 3Y | +749.7% | -15.2% | +764.9% | +742.7% |
| 5Y | +193.2% | -59.2% | +252.4% | +233.3% |
| All | +274.8% | +9.5% | +265.3% | +310.1% |
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