+209.1%
ASTS vs EW
+26.2%
+183.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.5% | -16.7% | -15.6% |
| 7D | -29.9% | +6.8% | -36.6% | -31.1% |
| 30D | -52.2% | +16.6% | -68.7% | -53.9% |
| 3M | -55.8% | +13.3% | -69.2% | -57.3% |
| 6M | -52.7% | +21.6% | -74.3% | -55.2% |
| YTD | -58.4% | +18.3% | -76.7% | -60.2% |
| 1Y | -57.1% | +21.7% | -78.8% | -59.1% |
| 3Y | +629.5% | +50.3% | +579.1% | +514.6% |
| 5Y | +147.7% | -15.0% | +162.8% | +142.2% |
| All | +209.1% | +26.2% | +183.0% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling