+653.1%
ASTS vs P
+166.1%
+487.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -16.4% | +1.2% | -8.1% |
| 7D | -29.9% | -31.9% | +2.0% | -17.0% |
| 30D | -52.2% | -36.5% | -15.6% | -41.8% |
| 3M | -55.8% | +11.6% | -67.4% | -58.4% |
| 6M | -52.7% | +25.2% | -77.9% | -58.4% |
| YTD | -58.4% | +39.4% | -97.9% | -65.6% |
| 1Y | -57.1% | -3.7% | -53.4% | -59.7% |
| All | +653.1% | +166.1% | +487.1% | +382.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling