+277.6%
ASTS vs EW
+31.0%
+246.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.5% | +11.6% | +13.5% |
| 7D | +1.5% | +12.3% | -10.7% | -1.3% |
| 30D | -27.6% | +22.9% | -50.5% | -31.1% |
| 3M | -48.7% | +16.7% | -65.4% | -50.7% |
| 6M | -50.8% | +31.0% | -81.8% | -54.1% |
| YTD | -49.2% | +22.8% | -72.0% | -51.8% |
| 1Y | -46.7% | +25.6% | -72.2% | -49.6% |
| 3Y | +793.2% | +62.0% | +731.3% | +637.9% |
| 5Y | +195.6% | -12.8% | +208.4% | +186.9% |
| All | +277.6% | +31.0% | +246.6% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling