+264.6%
ASTS vs D
+13.5%
+251.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.6% | -4.4% |
| 7D | -15.8% | +8.5% | -24.3% | -16.3% |
| 30D | -39.0% | +14.3% | -53.4% | -39.7% |
| 3M | -49.3% | +1.8% | -51.1% | -49.4% |
| 6M | -47.9% | +13.0% | -61.0% | -48.6% |
| YTD | -51.0% | +22.7% | -73.7% | -52.0% |
| 1Y | -49.2% | +22.6% | -71.8% | -50.3% |
| 3Y | +760.4% | +84.2% | +676.2% | +697.6% |
| 5Y | +185.6% | +15.8% | +169.9% | +171.6% |
| All | +264.6% | +13.5% | +251.1% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling