+215.1%
ASTS vs ROIV
+270.3%
-55.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.2% | +0.9% | +5.5% |
| 7D | -21.1% | +5.3% | -26.4% | -22.0% |
| 30D | -46.7% | +11.9% | -58.6% | -48.1% |
| 3M | -52.0% | +10.7% | -62.7% | -53.3% |
| 6M | -54.3% | +34.9% | -89.2% | -57.7% |
| YTD | -55.5% | +79.2% | -134.7% | -61.5% |
| 1Y | -50.5% | +89.0% | -139.5% | -57.6% |
| 3Y | +706.2% | +337.3% | +368.9% | +475.5% |
| 5Y | +165.2% | +402.3% | -237.1% | +68.6% |
| All | +215.1% | +270.3% | -55.2% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling