+264.6%
ASTS vs FIVE
+99.9%
+164.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.7% | -10.8% | -6.5% |
| 7D | -15.8% | +7.5% | -23.3% | -18.1% |
| 30D | -39.0% | +16.7% | -55.8% | -42.6% |
| 3M | -49.3% | +13.4% | -62.7% | -52.0% |
| 6M | -47.9% | +9.0% | -57.0% | -50.5% |
| YTD | -51.0% | +33.8% | -84.7% | -56.7% |
| 1Y | -49.2% | +61.2% | -110.3% | -57.9% |
| 3Y | +760.4% | +42.1% | +718.3% | +573.7% |
| 5Y | +185.6% | +21.4% | +164.2% | +120.8% |
| All | +264.6% | +99.9% | +164.7% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling