+274.8%
ASTS vs ROL
+65.4%
+209.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +2.8% | +0.8% | +2.1% | +2.7% |
| 30D | -28.8% | +20.6% | -49.4% | -31.3% |
| 3M | -48.9% | +4.5% | -53.4% | -49.4% |
| 6M | -55.6% | -26.5% | -29.1% | -52.9% |
| YTD | -49.6% | -34.8% | -14.7% | -44.9% |
| 1Y | -46.1% | -33.2% | -12.9% | -41.4% |
| 3Y | +749.7% | +4.5% | +745.2% | +701.8% |
| 5Y | +193.2% | +15.5% | +177.7% | +162.1% |
| All | +274.8% | +65.4% | +209.5% | +219.5% |
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