+274.8%
ASTS vs ROP
+46.8%
+228.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.5% |
| 7D | +2.8% | -2.9% | +5.8% | +3.5% |
| 30D | -28.8% | +30.1% | -58.9% | -34.7% |
| 3M | -48.9% | +19.9% | -68.8% | -52.0% |
| 6M | -55.6% | +46.0% | -101.7% | -62.2% |
| YTD | -49.6% | +8.4% | -57.9% | -51.3% |
| 1Y | -46.1% | +8.8% | -54.9% | -48.0% |
| 3Y | +749.7% | -5.6% | +755.3% | +802.9% |
| 5Y | +193.2% | +3.0% | +190.2% | +194.5% |
| All | +274.8% | +46.8% | +228.1% | +275.3% |
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