+253.1%
ASTS vs ROP
+46.8%
+206.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +14.2% | -2.7% | +16.9% | +15.0% |
| 30D | -26.7% | +29.7% | -56.4% | -32.6% |
| 3M | -53.6% | +21.2% | -74.8% | -56.6% |
| 6M | -52.7% | +48.3% | -101.0% | -60.0% |
| YTD | -52.5% | +8.4% | -60.9% | -54.1% |
| 1Y | -46.5% | +6.0% | -52.5% | -47.7% |
| 3Y | +700.5% | -5.6% | +706.1% | +750.6% |
| 5Y | +168.5% | +1.3% | +167.2% | +169.9% |
| All | +253.1% | +46.8% | +206.3% | +253.6% |
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