+209.1%
ASTS vs ROL
+65.7%
+143.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.0% | -16.2% | -15.4% |
| 7D | -29.9% | +11.7% | -41.6% | -31.3% |
| 30D | -52.2% | +27.7% | -79.9% | -54.4% |
| 3M | -55.8% | +3.7% | -59.5% | -56.2% |
| 6M | -52.7% | -27.8% | -24.9% | -49.6% |
| YTD | -58.4% | -34.7% | -23.7% | -54.5% |
| 1Y | -57.1% | -34.1% | -23.0% | -53.2% |
| 3Y | +629.5% | +5.9% | +623.6% | +585.6% |
| 5Y | +147.7% | +15.6% | +132.1% | +121.4% |
| All | +209.1% | +65.7% | +143.4% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling