+233.7%
ASTS vs IT
+25.0%
+208.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.7% |
| 7D | +0.8% | +1.1% | -0.2% | +0.7% |
| 30D | -22.6% | -1.8% | -20.8% | -23.0% |
| 3M | -54.4% | +4.8% | -59.2% | -55.8% |
| 6M | -56.4% | +33.0% | -89.4% | -61.9% |
| YTD | -55.1% | -23.8% | -31.3% | -53.3% |
| 1Y | -46.9% | -16.5% | -30.4% | -47.1% |
| 3Y | +715.0% | -53.6% | +768.6% | +943.1% |
| 5Y | +153.7% | -42.1% | +195.8% | +186.4% |
| All | +233.7% | +25.0% | +208.7% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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