-52.7%
ASTS vs IR
+7.2%
-59.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -14.6% |
| 7D | -29.9% | +2.3% | -32.2% | -29.9% |
| 30D | -52.2% | +3.3% | -55.5% | -52.3% |
| 3M | -55.8% | -9.0% | -46.8% | -56.5% |
| 6M | -52.7% | +8.0% | -60.7% | -52.4% |
| All | -52.7% | +7.2% | -59.9% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling