+147.7%
ASTS vs COMP
-28.0%
+175.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.2% | -7.0% | -12.7% |
| 7D | -29.9% | -1.8% | -28.1% | -29.6% |
| 30D | -52.2% | -0.8% | -51.4% | -52.2% |
| 3M | -55.8% | -28.1% | -27.7% | -51.4% |
| 6M | -52.7% | +27.0% | -79.7% | -56.9% |
| YTD | -58.4% | -12.8% | -45.6% | -58.2% |
| 1Y | -57.1% | +4.9% | -62.0% | -59.3% |
| 3Y | +629.5% | +321.0% | +308.5% | +289.7% |
| 5Y | +147.7% | -25.6% | +173.3% | +104.2% |
| All | +147.7% | -28.0% | +175.7% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling