+230.9%
ASTS vs B
+180.6%
+50.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.5% | +6.9% |
| 7D | -21.1% | +9.6% | -30.7% | -22.8% |
| 30D | -46.7% | +3.5% | -50.2% | -47.2% |
| 3M | -52.0% | -1.6% | -50.4% | -51.9% |
| 6M | -54.3% | -1.7% | -52.6% | -54.1% |
| YTD | -55.5% | -5.3% | -50.2% | -54.9% |
| 1Y | -50.5% | +27.2% | -77.7% | -51.1% |
| 3Y | +706.2% | +166.1% | +540.1% | +668.3% |
| 5Y | +165.2% | +136.5% | +28.7% | +145.3% |
| All | +230.9% | +180.6% | +50.3% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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