+230.9%
ASTS vs AVTR
+7.7%
+223.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.4% |
| 7D | -21.1% | -3.6% | -17.5% | -20.1% |
| 30D | -46.7% | +0.8% | -47.5% | -46.8% |
| 3M | -52.0% | +17.4% | -69.4% | -54.1% |
| 6M | -54.3% | +83.5% | -137.8% | -62.4% |
| YTD | -55.5% | +35.0% | -90.5% | -60.1% |
| 1Y | -50.5% | +36.7% | -87.1% | -55.8% |
| 3Y | +706.2% | -15.3% | +721.6% | +699.0% |
| 5Y | +165.2% | -59.5% | +224.7% | +202.3% |
| All | +230.9% | +7.7% | +223.2% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling