+209.1%
ASTS vs RF
+131.6%
+77.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -14.4% |
| 7D | -29.9% | -1.6% | -28.3% | -29.4% |
| 30D | -52.2% | +5.0% | -57.2% | -53.0% |
| 3M | -55.8% | -10.0% | -45.9% | -54.1% |
| 6M | -52.7% | +3.3% | -56.0% | -53.7% |
| YTD | -58.4% | +7.9% | -66.4% | -59.9% |
| 1Y | -57.1% | +21.2% | -78.3% | -60.1% |
| 3Y | +629.5% | +105.8% | +523.7% | +469.3% |
| 5Y | +147.7% | +43.7% | +104.0% | +111.8% |
| All | +209.1% | +131.6% | +77.5% | +156.9% |
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