+264.6%
ASTS vs REPL
+20.3%
+244.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -15.8% | +28.8% | -44.6% | -16.9% |
| 30D | -39.0% | +57.3% | -96.4% | -40.5% |
| 3M | -49.3% | +73.6% | -122.9% | -50.9% |
| 6M | -47.9% | +582.8% | -630.8% | -55.8% |
| YTD | -51.0% | +112.9% | -163.8% | -56.6% |
| 1Y | -49.2% | +130.7% | -179.8% | -55.3% |
| 3Y | +760.4% | +45.7% | +714.7% | +534.6% |
| 5Y | +185.6% | -37.9% | +223.6% | +120.8% |
| All | +264.6% | +20.3% | +244.3% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling