+174.0%
ASTS vs B
+134.6%
+39.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.5% | +6.9% |
| 7D | -21.1% | +9.6% | -30.7% | -23.7% |
| 30D | -46.7% | +3.5% | -50.2% | -47.5% |
| 3M | -52.0% | -1.6% | -50.4% | -51.8% |
| 6M | -54.3% | -1.7% | -52.6% | -54.1% |
| YTD | -55.5% | -5.3% | -50.2% | -54.7% |
| 1Y | -50.5% | +27.2% | -77.7% | -52.0% |
| 3Y | +706.2% | +166.1% | +540.1% | +617.2% |
| All | +174.0% | +134.6% | +39.4% | +108.3% |
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