+233.7%
ASTS vs FIVE
+95.6%
+138.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +0.8% | +2.7% | -1.8% | +0.1% |
| 30D | -22.6% | +12.7% | -35.3% | -25.7% |
| 3M | -54.4% | +2.1% | -56.5% | -55.0% |
| 6M | -56.4% | +17.5% | -73.9% | -59.5% |
| YTD | -55.1% | +31.0% | -86.1% | -59.9% |
| 1Y | -46.9% | +67.7% | -114.7% | -56.6% |
| 3Y | +715.0% | +43.4% | +671.6% | +539.4% |
| 5Y | +153.7% | +18.1% | +135.6% | +98.5% |
| All | +233.7% | +95.6% | +138.0% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling