+277.6%
ASTS vs ROP
+44.9%
+232.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.0% | +15.1% | +14.4% |
| 7D | +1.5% | -1.6% | +3.2% | +1.8% |
| 30D | -27.6% | +29.5% | -57.2% | -33.5% |
| 3M | -48.7% | +17.5% | -66.3% | -51.6% |
| 6M | -50.8% | +38.1% | -88.9% | -57.3% |
| YTD | -49.2% | +7.0% | -56.2% | -50.8% |
| 1Y | -46.7% | +6.5% | -53.2% | -48.2% |
| 3Y | +793.2% | -5.5% | +798.7% | +847.7% |
| 5Y | +195.6% | -0.4% | +196.0% | +198.2% |
| All | +277.6% | +44.9% | +232.7% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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