-49.2%
ASTS vs ROIV
+97.8%
-147.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.2% | -6.9% |
| 7D | -15.8% | +3.0% | -18.8% | -17.0% |
| 30D | -39.0% | +6.8% | -45.9% | -41.1% |
| 3M | -49.3% | +10.5% | -59.9% | -52.2% |
| 6M | -47.9% | +34.8% | -82.7% | -55.4% |
| YTD | -51.0% | +76.2% | -127.1% | -63.0% |
| 1Y | -49.2% | +92.4% | -141.6% | -64.1% |
| All | -49.2% | +97.8% | -147.0% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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