+788.3%
ASTS vs RF
+110.0%
+678.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -5.0% |
| 7D | -15.8% | +2.3% | -18.0% | -17.0% |
| 30D | -39.0% | +7.2% | -46.3% | -41.7% |
| 3M | -49.3% | -8.2% | -41.1% | -46.8% |
| 6M | -47.9% | +7.0% | -55.0% | -51.2% |
| YTD | -51.0% | +10.3% | -61.2% | -55.0% |
| 1Y | -49.2% | +25.1% | -74.2% | -56.5% |
| All | +788.3% | +110.0% | +678.2% | +432.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling