+715.0%
ASTS vs ROL
+5.9%
+709.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -5.2% |
| 7D | +0.8% | +3.0% | -2.1% | +1.2% |
| 30D | -22.6% | +19.8% | -42.4% | -20.8% |
| 3M | -54.4% | +7.9% | -62.3% | -53.7% |
| 6M | -56.4% | -25.6% | -30.8% | -56.4% |
| YTD | -55.1% | -34.1% | -21.0% | -54.6% |
| 1Y | -46.9% | -31.4% | -15.5% | -46.1% |
| 3Y | +715.0% | +4.7% | +710.3% | +1,442.7% |
| All | +715.0% | +5.9% | +709.1% | +1,442.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling