+1,505.9%
ASTS vs AVTR
-31.1%
+1,537.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +7.3% | +2.7% | +4.7% | +6.5% |
| 30D | -8.9% | +12.1% | -20.9% | -12.1% |
| 3M | -41.9% | +57.2% | -99.2% | -51.4% |
| 6M | -40.6% | +73.1% | -113.7% | -52.4% |
| YTD | -14.2% | +30.6% | -44.8% | -24.0% |
| 1Y | +48.9% | +13.5% | +35.4% | +34.2% |
| All | +1,505.9% | -31.1% | +1,537.0% | +1,511.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling