+209.1%
ASTS vs IT
+28.8%
+180.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.4% | -10.8% | -14.2% |
| 7D | -29.9% | -12.0% | -17.9% | -28.0% |
| 30D | -52.2% | +7.1% | -59.3% | -53.4% |
| 3M | -55.8% | +6.3% | -62.1% | -57.4% |
| 6M | -52.7% | +32.5% | -85.2% | -58.6% |
| YTD | -58.4% | -21.5% | -36.9% | -57.0% |
| 1Y | -57.1% | -16.5% | -40.6% | -56.9% |
| 3Y | +629.5% | -48.8% | +678.2% | +801.2% |
| 5Y | +147.7% | -40.2% | +188.0% | +177.8% |
| All | +209.1% | +28.8% | +180.3% | +209.8% |
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 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