+576.8%
ASTS vs ROKU
+4.6%
+572.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +18.5% | -0.1% | +18.6% | +18.6% |
| 30D | -8.1% | +1.5% | -9.5% | -8.6% |
| 3M | -28.2% | +25.7% | -53.9% | -34.8% |
| 6M | -26.1% | +54.5% | -80.6% | -37.2% |
| YTD | -9.0% | +43.2% | -52.1% | -21.1% |
| 1Y | +62.2% | +56.3% | +5.9% | +36.2% |
| 3Y | +1,621.9% | +86.1% | +1,535.8% | +1,193.6% |
| 5Y | +457.0% | -53.6% | +510.6% | +393.2% |
| All | +576.8% | +4.6% | +572.1% | +501.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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