+537.8%
ASTS vs ROKU
+4.8%
+533.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +7.3% | -1.3% | +8.7% | +7.9% |
| 30D | -8.9% | +5.9% | -14.7% | -10.6% |
| 3M | -41.9% | +23.9% | -65.8% | -46.9% |
| 6M | -40.6% | +59.6% | -100.2% | -50.1% |
| YTD | -14.2% | +43.4% | -57.6% | -25.7% |
| 1Y | +48.9% | +60.2% | -11.3% | +23.9% |
| 3Y | +1,461.7% | +90.4% | +1,371.3% | +1,065.2% |
| 5Y | +404.1% | -54.5% | +458.7% | +347.5% |
| All | +537.8% | +4.8% | +533.0% | +466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling