+230.9%
ASTS vs REPL
+25.7%
+205.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.9% | +6.7% |
| 7D | -21.1% | +22.8% | -43.9% | -21.9% |
| 30D | -46.7% | +63.8% | -110.5% | -48.1% |
| 3M | -52.0% | +68.1% | -120.1% | -53.4% |
| 6M | -54.3% | +528.5% | -582.7% | -60.9% |
| YTD | -55.5% | +122.4% | -177.9% | -60.7% |
| 1Y | -50.5% | +154.4% | -204.8% | -56.8% |
| 3Y | +706.2% | +68.0% | +638.2% | +484.5% |
| 5Y | +165.2% | -35.4% | +200.6% | +104.7% |
| All | +230.9% | +25.7% | +205.2% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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