+537.8%
ASTS vs AZO
+159.9%
+377.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +7.3% | +0.7% | +6.6% | +7.3% |
| 30D | -8.9% | -2.7% | -6.2% | -8.8% |
| 3M | -41.9% | -3.2% | -38.7% | -41.9% |
| 6M | -40.6% | -19.7% | -20.9% | -40.0% |
| YTD | -14.2% | -12.0% | -2.2% | -14.0% |
| 1Y | +48.9% | -29.5% | +78.4% | +51.9% |
| 3Y | +1,461.7% | +17.3% | +1,444.3% | +1,383.9% |
| 5Y | +404.1% | +94.1% | +310.1% | +350.0% |
| All | +537.8% | +159.9% | +377.9% | +453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling