+244.8%
ASTS vs RF
+134.0%
+110.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.4% |
| 7D | -9.3% | +0.3% | -9.7% | -9.2% |
| 30D | -33.9% | +6.2% | -40.1% | -35.3% |
| 3M | -51.0% | -7.8% | -43.2% | -49.5% |
| 6M | -55.1% | +5.9% | -61.0% | -56.4% |
| YTD | -53.6% | +9.0% | -62.7% | -55.3% |
| 1Y | -51.0% | +19.3% | -70.2% | -54.1% |
| 3Y | +681.7% | +116.4% | +565.2% | +501.0% |
| 5Y | +182.4% | +46.0% | +136.4% | +140.7% |
| All | +244.8% | +134.0% | +110.8% | +185.8% |
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