+244.8%
ASTS vs ROL
+65.1%
+179.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | -9.3% | +3.4% | -12.7% | -9.9% |
| 30D | -33.9% | +20.8% | -54.7% | -36.2% |
| 3M | -51.0% | +3.7% | -54.7% | -51.4% |
| 6M | -55.1% | -27.7% | -27.4% | -52.2% |
| YTD | -53.6% | -34.9% | -18.7% | -49.3% |
| 1Y | -51.0% | -33.3% | -17.7% | -46.7% |
| 3Y | +681.7% | +4.3% | +677.3% | +637.8% |
| 5Y | +182.4% | +15.0% | +167.4% | +152.6% |
| All | +244.8% | +65.1% | +179.7% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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