+653.1%
ASTS vs REPL
+37.4%
+615.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -15.2% |
| 7D | -29.9% | +15.1% | -45.0% | -30.1% |
| 30D | -52.2% | +51.1% | -103.2% | -52.5% |
| 3M | -55.8% | +69.2% | -125.1% | -56.3% |
| 6M | -52.7% | +597.6% | -650.3% | -55.7% |
| YTD | -58.4% | +106.0% | -164.4% | -59.8% |
| 1Y | -57.1% | +133.3% | -190.4% | -58.8% |
| All | +653.1% | +37.4% | +615.7% | +556.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling