+447.1%
ASTS vs COMP
-47.7%
+494.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +7.3% | +1.4% | +6.0% | +6.9% |
| 30D | -8.9% | -13.3% | +4.5% | -4.9% |
| 3M | -41.9% | +41.1% | -83.0% | -48.3% |
| 6M | -40.6% | +17.2% | -57.8% | -44.6% |
| YTD | -14.2% | +5.2% | -19.4% | -18.3% |
| 1Y | +48.9% | +18.9% | +29.9% | +34.0% |
| 3Y | +1,461.7% | +215.9% | +1,245.7% | +815.4% |
| 5Y | +404.1% | -31.2% | +435.3% | +364.4% |
| All | +447.1% | -47.7% | +494.7% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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