+209.1%
ASTS vs AVTR
+5.4%
+203.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.3% | -12.0% | -14.3% |
| 7D | -29.9% | -9.2% | -20.6% | -27.7% |
| 30D | -52.2% | -1.9% | -50.3% | -51.9% |
| 3M | -55.8% | +13.3% | -69.2% | -57.3% |
| 6M | -52.7% | +88.1% | -140.8% | -61.4% |
| YTD | -58.4% | +32.1% | -90.5% | -62.5% |
| 1Y | -57.1% | +30.7% | -87.8% | -61.2% |
| 3Y | +629.5% | -17.6% | +647.1% | +628.3% |
| 5Y | +147.7% | -60.3% | +208.1% | +184.1% |
| All | +209.1% | +5.4% | +203.7% | +241.3% |
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 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