+230.9%
ASTS vs ROL
+62.3%
+168.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +7.4% |
| 7D | -21.1% | +9.5% | -30.6% | -22.4% |
| 30D | -46.7% | +22.9% | -69.6% | -48.8% |
| 3M | -52.0% | +3.5% | -55.5% | -52.5% |
| 6M | -54.3% | -29.4% | -24.9% | -51.1% |
| YTD | -55.5% | -36.1% | -19.4% | -51.2% |
| 1Y | -50.5% | -34.4% | -16.1% | -46.0% |
| 3Y | +706.2% | +4.0% | +702.2% | +659.4% |
| 5Y | +165.2% | +13.2% | +152.0% | +137.7% |
| All | +230.9% | +62.3% | +168.6% | +182.8% |
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