+174.0%
ASTS vs IT
-43.2%
+217.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.0% | +11.1% | +8.2% |
| 7D | -21.1% | -16.9% | -4.2% | -17.4% |
| 30D | -46.7% | +2.3% | -49.0% | -47.8% |
| 3M | -52.0% | +2.9% | -54.9% | -53.8% |
| 6M | -54.3% | +25.9% | -80.1% | -60.9% |
| YTD | -55.5% | -24.6% | -30.8% | -52.0% |
| 1Y | -50.5% | -16.0% | -34.4% | -50.5% |
| 3Y | +706.2% | -51.6% | +757.8% | +1,050.9% |
| All | +174.0% | -43.2% | +217.1% | +214.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling