+431.2%
ASTS vs B
+153.8%
+277.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +7.3% | -1.6% | +8.9% | +7.9% |
| 30D | -8.9% | +9.4% | -18.3% | -11.3% |
| 3M | -41.9% | +5.0% | -46.9% | -42.9% |
| 6M | -40.6% | -3.5% | -37.0% | -40.6% |
| YTD | -14.2% | +4.5% | -18.7% | -15.2% |
| 1Y | +48.9% | +67.8% | -18.9% | +37.9% |
| 3Y | +1,461.7% | +196.7% | +1,265.0% | +1,271.0% |
| All | +431.2% | +153.8% | +277.4% | +291.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling