+174.0%
ASTS vs D
+12.5%
+161.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.5% | +7.3% |
| 7D | -21.1% | +3.0% | -24.1% | -21.6% |
| 30D | -46.7% | +11.5% | -58.2% | -47.9% |
| 3M | -52.0% | +3.7% | -55.7% | -52.4% |
| 6M | -54.3% | +13.5% | -67.8% | -55.7% |
| YTD | -55.5% | +20.7% | -76.2% | -57.7% |
| 1Y | -50.5% | +18.2% | -68.7% | -52.9% |
| 3Y | +706.2% | +73.3% | +632.9% | +554.7% |
| All | +174.0% | +12.5% | +161.5% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling