+147.7%
ASTS vs IR
+42.7%
+105.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -13.0% |
| 7D | -29.9% | +2.3% | -32.2% | -31.2% |
| 30D | -52.2% | +3.3% | -55.5% | -53.5% |
| 3M | -55.8% | -9.0% | -46.8% | -52.6% |
| 6M | -52.7% | +8.0% | -60.7% | -57.1% |
| YTD | -58.4% | +3.4% | -61.8% | -61.2% |
| 1Y | -57.1% | +4.5% | -61.6% | -60.0% |
| 3Y | +629.5% | +25.6% | +603.9% | +407.3% |
| 5Y | +147.7% | +43.8% | +103.9% | +39.1% |
| All | +147.7% | +42.7% | +105.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling