+209.1%
ASTS vs ROP
+50.5%
+158.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.3% | -15.0% | -15.1% |
| 7D | -29.9% | +9.2% | -39.1% | -31.8% |
| 30D | -52.2% | +35.5% | -87.7% | -56.5% |
| 3M | -55.8% | +24.4% | -80.3% | -59.0% |
| 6M | -52.7% | +38.0% | -90.8% | -58.7% |
| YTD | -58.4% | +11.1% | -69.5% | -60.0% |
| 1Y | -57.1% | +10.9% | -68.0% | -58.8% |
| 3Y | +629.5% | -0.5% | +629.9% | +663.2% |
| 5Y | +147.7% | +4.5% | +143.2% | +147.6% |
| All | +209.1% | +50.5% | +158.6% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling