+1,505.9%
ASTS vs ROL
-4.8%
+1,510.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +7.3% | -1.4% | +8.8% | +7.4% |
| 30D | -8.9% | -4.1% | -4.8% | -8.8% |
| 3M | -41.9% | -22.5% | -19.4% | -41.6% |
| 6M | -40.6% | -37.7% | -2.9% | -38.9% |
| YTD | -14.2% | -39.6% | +25.4% | -10.7% |
| 1Y | +48.9% | -36.0% | +84.9% | +54.6% |
| All | +1,505.9% | -4.8% | +1,510.7% | +1,330.3% |
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