+425.9%
ASTS vs AZO
+86.9%
+338.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.6% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | -9.2% | -5.1% | -4.1% | -9.2% |
| 3M | -29.6% | -7.2% | -22.4% | -29.6% |
| 6M | -30.5% | -20.7% | -9.7% | -30.1% |
| YTD | -14.1% | -14.2% | +0.1% | -14.1% |
| 1Y | +69.1% | -32.2% | +101.3% | +72.5% |
| 3Y | +1,525.5% | +11.1% | +1,514.4% | +1,409.4% |
| 5Y | +425.9% | +87.6% | +338.3% | +347.8% |
| All | +425.9% | +86.9% | +338.9% | +347.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling