+431.2%
ASTS vs EW
-25.6%
+456.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | -0.3% | +7.7% | +7.5% |
| 30D | -8.9% | +1.0% | -9.9% | -9.2% |
| 3M | -41.9% | +2.8% | -44.7% | -42.5% |
| 6M | -40.6% | +5.5% | -46.1% | -41.7% |
| YTD | -14.2% | +5.5% | -19.7% | -15.9% |
| 1Y | +48.9% | +11.0% | +37.8% | +43.9% |
| 3Y | +1,461.7% | +17.7% | +1,444.0% | +1,237.3% |
| All | +431.2% | -25.6% | +456.8% | +479.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling