+233.7%
ASTS vs AVTR
+8.2%
+225.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | +0.8% | +0.5% | +0.4% | +0.9% |
| 30D | -22.6% | -1.0% | -21.6% | -22.1% |
| 3M | -54.4% | +12.2% | -66.6% | -55.8% |
| 6M | -56.4% | +97.5% | -153.9% | -64.8% |
| YTD | -55.1% | +35.6% | -90.7% | -59.8% |
| 1Y | -46.9% | +32.8% | -79.8% | -52.2% |
| 3Y | +715.0% | -16.5% | +731.5% | +712.0% |
| 5Y | +153.7% | -59.1% | +212.8% | +189.3% |
| All | +233.7% | +8.2% | +225.5% | +266.5% |
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