+706.2%
ASTS vs ROL
+3.8%
+702.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +6.7% |
| 7D | -21.1% | +9.5% | -30.6% | -20.0% |
| 30D | -46.7% | +22.9% | -69.6% | -45.3% |
| 3M | -52.0% | +3.5% | -55.5% | -51.4% |
| 6M | -54.3% | -29.4% | -24.9% | -54.4% |
| YTD | -55.5% | -36.1% | -19.4% | -55.2% |
| 1Y | -50.5% | -34.4% | -16.1% | -50.0% |
| 3Y | +706.2% | +4.0% | +702.2% | +1,502.0% |
| All | +706.2% | +3.8% | +702.4% | +1,502.0% |
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 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