+538.9%
ASTS vs AZO
+153.6%
+385.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -9.2% | -5.1% | -4.1% | -9.1% |
| 3M | -29.6% | -7.2% | -22.4% | -29.5% |
| 6M | -30.5% | -20.7% | -9.7% | -29.8% |
| YTD | -14.1% | -14.2% | +0.1% | -13.8% |
| 1Y | +69.1% | -32.2% | +101.3% | +72.9% |
| 3Y | +1,525.5% | +11.1% | +1,514.4% | +1,452.3% |
| 5Y | +425.9% | +87.6% | +338.3% | +370.1% |
| All | +538.9% | +153.6% | +385.3% | +454.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling