+537.8%
ASTS vs D
+7.1%
+530.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +7.3% | +1.5% | +5.9% | +7.2% |
| 30D | -8.9% | -2.6% | -6.3% | -8.7% |
| 3M | -41.9% | 0.0% | -41.9% | -42.0% |
| 6M | -40.6% | +7.4% | -47.9% | -41.1% |
| YTD | -14.2% | +15.9% | -30.1% | -15.7% |
| 1Y | +48.9% | +18.1% | +30.7% | +45.8% |
| 3Y | +1,461.7% | +58.4% | +1,403.3% | +1,360.7% |
| 5Y | +404.1% | +5.2% | +398.9% | +380.7% |
| All | +537.8% | +7.1% | +530.7% | +510.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling