+209.1%
ASTS vs B
+179.1%
+30.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.5% | -15.7% | -15.3% |
| 7D | -29.9% | +4.3% | -34.2% | -30.7% |
| 30D | -52.2% | -0.9% | -51.2% | -52.1% |
| 3M | -55.8% | -1.4% | -54.5% | -55.7% |
| 6M | -52.7% | +5.0% | -57.7% | -53.0% |
| YTD | -58.4% | -5.8% | -52.6% | -57.9% |
| 1Y | -57.1% | +25.6% | -82.7% | -57.6% |
| 3Y | +629.5% | +161.6% | +467.9% | +595.9% |
| 5Y | +147.7% | +135.2% | +12.5% | +129.4% |
| All | +209.1% | +179.1% | +30.1% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling