-50.5%
ASTS vs RF
+21.0%
-71.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.3% |
| 7D | -21.1% | -0.9% | -20.2% | -20.6% |
| 30D | -46.7% | +6.0% | -52.7% | -48.6% |
| 3M | -52.0% | -8.9% | -43.1% | -49.3% |
| 6M | -54.3% | +2.3% | -56.6% | -57.1% |
| YTD | -55.5% | +7.6% | -63.0% | -63.1% |
| 1Y | -50.5% | +21.2% | -71.6% | -66.5% |
| All | -50.5% | +21.0% | -71.5% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling