+706.2%
ASTS vs EW
+51.9%
+654.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.7% | +6.9% |
| 7D | -21.1% | +11.0% | -32.1% | -21.9% |
| 30D | -46.7% | +19.1% | -65.8% | -47.6% |
| 3M | -52.0% | +14.4% | -66.4% | -52.6% |
| 6M | -54.3% | +22.8% | -77.0% | -55.1% |
| YTD | -55.5% | +19.8% | -75.3% | -56.3% |
| 1Y | -50.5% | +23.9% | -74.4% | -51.4% |
| 3Y | +706.2% | +52.2% | +654.0% | +478.8% |
| All | +706.2% | +51.9% | +654.3% | +478.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling