+174.0%
ASTS vs EW
-14.5%
+188.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.7% | +6.7% |
| 7D | -21.1% | +11.0% | -32.1% | -23.7% |
| 30D | -46.7% | +19.1% | -65.8% | -49.6% |
| 3M | -52.0% | +14.4% | -66.4% | -54.2% |
| 6M | -54.3% | +22.8% | -77.0% | -57.5% |
| YTD | -55.5% | +19.8% | -75.3% | -58.2% |
| 1Y | -50.5% | +23.9% | -74.4% | -53.8% |
| 3Y | +706.2% | +52.2% | +654.0% | +513.5% |
| All | +174.0% | -14.5% | +188.4% | +192.2% |
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