-46.9%
ASTS vs AVTR
+36.1%
-83.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -22.2% |
| 3M | -54.4% | +12.2% | -66.6% | -55.3% |
| 6M | -56.4% | +97.5% | -153.9% | -65.0% |
| YTD | -55.1% | +35.6% | -90.7% | -60.0% |
| 1Y | -46.9% | +32.8% | -79.8% | -52.3% |
| All | -46.9% | +36.1% | -83.0% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling