+431.2%
ASTS vs P
+276.6%
+154.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.4% |
| 7D | +7.3% | +6.5% | +0.8% | +3.9% |
| 30D | -8.9% | +18.8% | -27.7% | -17.6% |
| 3M | -41.9% | +26.7% | -68.7% | -49.2% |
| 6M | -40.6% | +62.2% | -102.8% | -54.8% |
| YTD | -14.2% | +48.5% | -62.7% | -33.3% |
| 1Y | +48.9% | +26.4% | +22.5% | +21.6% |
| 3Y | +1,461.7% | +159.4% | +1,302.2% | +682.9% |
| All | +431.2% | +276.6% | +154.6% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling