+277.6%
ASTS vs LOW
+136.5%
+141.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.4% | +10.7% | +12.9% |
| 7D | +1.5% | +6.4% | -4.9% | -0.8% |
| 30D | -27.6% | +25.6% | -53.2% | -33.8% |
| 3M | -48.7% | +4.6% | -53.3% | -49.8% |
| 6M | -50.8% | +2.5% | -53.4% | -51.9% |
| YTD | -49.2% | -1.6% | -47.6% | -49.7% |
| 1Y | -46.7% | +1.7% | -48.4% | -48.1% |
| 3Y | +793.2% | +29.4% | +763.8% | +697.6% |
| 5Y | +195.6% | +9.6% | +186.0% | +172.9% |
| All | +277.6% | +136.5% | +141.1% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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