+537.8%
ASTS vs EW
+12.5%
+525.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | -0.3% | +7.7% | +7.4% |
| 30D | -8.9% | +1.0% | -9.9% | -9.2% |
| 3M | -41.9% | +2.8% | -44.7% | -42.4% |
| 6M | -40.6% | +5.5% | -46.1% | -41.5% |
| YTD | -14.2% | +5.5% | -19.7% | -15.5% |
| 1Y | +48.9% | +11.0% | +37.8% | +45.0% |
| 3Y | +1,461.7% | +17.7% | +1,444.0% | +1,311.1% |
| 5Y | +404.1% | -25.7% | +429.9% | +408.3% |
| All | +537.8% | +12.5% | +525.3% | +523.1% |
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