+244.8%
ASTS vs ROST
+131.9%
+112.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.8% | -9.5% | -9.0% |
| 7D | -9.3% | +3.2% | -12.5% | -10.3% |
| 30D | -33.9% | +7.4% | -41.3% | -35.8% |
| 3M | -51.0% | -6.1% | -45.0% | -49.9% |
| 6M | -55.1% | +6.2% | -61.3% | -56.8% |
| YTD | -53.6% | +33.4% | -87.1% | -59.2% |
| 1Y | -51.0% | +48.8% | -99.8% | -58.8% |
| 3Y | +681.7% | +99.5% | +582.1% | +497.3% |
| 5Y | +182.4% | +112.7% | +69.7% | +102.7% |
| All | +244.8% | +131.9% | +112.9% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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