+174.0%
ASTS vs AVTR
-60.1%
+234.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.1% |
| 7D | -21.1% | -3.6% | -17.5% | -19.6% |
| 30D | -46.7% | +0.8% | -47.5% | -46.8% |
| 3M | -52.0% | +17.4% | -69.4% | -55.0% |
| 6M | -54.3% | +83.5% | -137.8% | -66.0% |
| YTD | -55.5% | +35.0% | -90.5% | -62.2% |
| 1Y | -50.5% | +36.7% | -87.1% | -58.3% |
| 3Y | +706.2% | -15.3% | +721.6% | +681.9% |
| All | +174.0% | -60.1% | +234.1% | +359.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling