+194.3%
ASTS vs ROIV
+248.8%
-54.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.2% | -11.0% | -14.1% |
| 7D | -29.9% | -2.4% | -27.5% | -29.3% |
| 30D | -52.2% | +3.1% | -55.2% | -52.5% |
| 3M | -55.8% | +5.8% | -61.7% | -56.6% |
| 6M | -52.7% | +29.3% | -82.0% | -55.8% |
| YTD | -58.4% | +68.8% | -127.2% | -63.5% |
| 1Y | -57.1% | +81.0% | -138.1% | -62.9% |
| 3Y | +629.5% | +294.6% | +334.9% | +432.5% |
| 5Y | +147.7% | +373.1% | -225.4% | +59.9% |
| All | +194.3% | +248.8% | -54.4% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling