+264.6%
ASTS vs P
+471.7%
-207.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +0.9% | -2.1% |
| 7D | -15.8% | -19.4% | +3.6% | -7.9% |
| 30D | -39.0% | -22.3% | -16.7% | -32.5% |
| 3M | -49.3% | +33.2% | -82.5% | -55.7% |
| 6M | -47.9% | +53.6% | -101.6% | -57.9% |
| YTD | -51.0% | +66.8% | -117.8% | -62.1% |
| 1Y | -49.2% | +17.5% | -66.7% | -55.9% |
| 3Y | +760.4% | +219.7% | +540.7% | +373.9% |
| 5Y | +185.6% | +307.8% | -122.1% | +42.5% |
| All | +264.6% | +471.7% | -207.1% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling