+230.9%
ASTS vs ROP
+46.4%
+184.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.8% |
| 7D | -21.1% | +2.1% | -23.2% | -21.8% |
| 30D | -46.7% | +32.9% | -79.6% | -51.4% |
| 3M | -52.0% | +20.3% | -72.3% | -55.0% |
| 6M | -54.3% | +36.8% | -91.0% | -60.0% |
| YTD | -55.5% | +8.1% | -63.6% | -57.0% |
| 1Y | -50.5% | +8.3% | -58.7% | -52.2% |
| 3Y | +706.2% | -3.2% | +709.5% | +749.4% |
| 5Y | +165.2% | +1.7% | +163.5% | +166.8% |
| All | +230.9% | +46.4% | +184.5% | +231.7% |
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