+537.8%
ASTS vs RF
+148.0%
+389.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.3% | +6.0% | +6.9% |
| 30D | -8.9% | -3.6% | -5.3% | -7.6% |
| 3M | -41.9% | +8.1% | -50.0% | -44.0% |
| 6M | -40.6% | +11.5% | -52.1% | -43.3% |
| YTD | -14.2% | +15.6% | -29.8% | -19.2% |
| 1Y | +48.9% | +15.7% | +33.2% | +40.4% |
| 3Y | +1,461.7% | +86.9% | +1,374.8% | +1,147.7% |
| 5Y | +404.1% | +89.8% | +314.3% | +314.3% |
| All | +537.8% | +148.0% | +389.7% | +417.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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