+230.9%
ASTS vs EW
+27.8%
+203.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.7% | +6.7% |
| 7D | -21.1% | +11.0% | -32.1% | -23.1% |
| 30D | -46.7% | +19.1% | -65.8% | -48.9% |
| 3M | -52.0% | +14.4% | -66.4% | -53.7% |
| 6M | -54.3% | +22.8% | -77.0% | -56.7% |
| YTD | -55.5% | +19.8% | -75.3% | -57.6% |
| 1Y | -50.5% | +23.9% | -74.4% | -53.0% |
| 3Y | +706.2% | +52.2% | +654.0% | +577.5% |
| 5Y | +165.2% | -13.9% | +179.1% | +158.5% |
| All | +230.9% | +27.8% | +203.1% | +212.8% |
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