+233.7%
ASTS vs ROP
+47.5%
+186.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.6% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -22.6% | +28.8% | -51.4% | -28.7% |
| 3M | -54.4% | +21.1% | -75.5% | -57.3% |
| 6M | -56.4% | +52.5% | -109.0% | -63.6% |
| YTD | -55.1% | +8.9% | -64.0% | -56.7% |
| 1Y | -46.9% | +8.2% | -55.2% | -48.6% |
| 3Y | +715.0% | -5.2% | +720.2% | +764.8% |
| 5Y | +153.7% | +1.7% | +152.0% | +154.7% |
| All | +233.7% | +47.5% | +186.2% | +233.7% |
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