+244.8%
ASTS vs IT
+22.9%
+222.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.4% |
| 7D | -9.3% | -7.5% | -1.8% | -7.6% |
| 30D | -33.9% | -1.2% | -32.7% | -34.4% |
| 3M | -51.0% | -2.2% | -48.8% | -51.7% |
| 6M | -55.1% | +19.1% | -74.2% | -59.4% |
| YTD | -53.6% | -25.1% | -28.5% | -51.6% |
| 1Y | -51.0% | -17.4% | -33.6% | -51.1% |
| 3Y | +681.7% | -54.1% | +735.8% | +901.0% |
| 5Y | +182.4% | -42.7% | +225.1% | +219.7% |
| All | +244.8% | +22.9% | +222.0% | +249.3% |
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