+230.9%
ASTS vs P
+394.9%
-164.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.5% | +3.5% | +5.6% |
| 7D | -21.1% | -23.8% | +2.7% | -11.3% |
| 30D | -46.7% | -36.6% | -10.1% | -35.6% |
| 3M | -52.0% | +10.9% | -62.9% | -54.5% |
| 6M | -54.3% | +30.0% | -84.2% | -60.2% |
| YTD | -55.5% | +44.4% | -99.9% | -63.4% |
| 1Y | -50.5% | +3.9% | -54.4% | -54.7% |
| 3Y | +706.2% | +176.6% | +529.6% | +373.3% |
| 5Y | +165.2% | +249.3% | -84.1% | +41.3% |
| All | +230.9% | +394.9% | -164.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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