+230.9%
ASTS vs FIVE
+90.6%
+140.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | -21.1% | -0.3% | -20.8% | -21.0% |
| 30D | -46.7% | +17.7% | -64.3% | -49.8% |
| 3M | -52.0% | +4.0% | -56.0% | -52.9% |
| 6M | -54.3% | +2.6% | -56.9% | -55.5% |
| YTD | -55.5% | +27.6% | -83.1% | -60.0% |
| 1Y | -50.5% | +59.9% | -110.4% | -58.9% |
| 3Y | +706.2% | +35.8% | +670.5% | +543.2% |
| 5Y | +165.2% | +14.4% | +150.8% | +109.3% |
| All | +230.9% | +90.6% | +140.3% | +154.4% |
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