+537.8%
ASTS vs IT
+21.2%
+516.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.5% |
| 7D | +7.3% | -6.0% | +13.4% | +9.0% |
| 30D | -8.9% | 0.0% | -8.9% | -9.4% |
| 3M | -41.9% | +13.1% | -55.0% | -45.1% |
| 6M | -40.6% | +11.7% | -52.3% | -44.6% |
| YTD | -14.2% | -26.1% | +11.9% | -8.6% |
| 1Y | +48.9% | -21.3% | +70.1% | +52.5% |
| 3Y | +1,461.7% | -46.7% | +1,508.4% | +1,808.7% |
| 5Y | +404.1% | -40.5% | +444.6% | +477.6% |
| All | +537.8% | +21.2% | +516.5% | +558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling