+253.1%
ASTS vs IT
+24.1%
+229.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.5% |
| 7D | +14.2% | -3.7% | +17.9% | +15.2% |
| 30D | -26.7% | -3.1% | -23.6% | -26.8% |
| 3M | -53.6% | +6.3% | -59.9% | -55.2% |
| 6M | -52.7% | +24.8% | -77.5% | -57.8% |
| YTD | -52.5% | -24.4% | -28.1% | -50.5% |
| 1Y | -46.5% | -17.1% | -29.4% | -46.6% |
| 3Y | +700.5% | -53.6% | +754.1% | +923.1% |
| 5Y | +168.5% | -42.5% | +211.0% | +203.6% |
| All | +253.1% | +24.1% | +229.0% | +257.0% |
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