+788.3%
ASTS vs COMP
+346.2%
+442.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.8% | -6.1% |
| 7D | -15.8% | +9.5% | -25.3% | -18.0% |
| 30D | -39.0% | +8.1% | -47.1% | -40.6% |
| 3M | -49.3% | -16.3% | -33.0% | -47.5% |
| 6M | -47.9% | +42.2% | -90.2% | -52.9% |
| YTD | -51.0% | -5.0% | -45.9% | -51.9% |
| 1Y | -49.2% | +20.1% | -69.2% | -52.6% |
| All | +788.3% | +346.2% | +442.1% | +448.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling