+233.7%
ASTS vs ROST
+124.9%
+108.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.6% |
| 7D | +0.8% | +0.3% | +0.6% | +0.9% |
| 30D | -22.6% | +0.5% | -23.1% | -22.8% |
| 3M | -54.4% | -5.2% | -49.2% | -53.5% |
| 6M | -56.4% | +9.8% | -66.3% | -58.4% |
| YTD | -55.1% | +29.4% | -84.5% | -60.0% |
| 1Y | -46.9% | +44.4% | -91.3% | -54.9% |
| 3Y | +715.0% | +95.0% | +620.0% | +529.4% |
| 5Y | +153.7% | +111.9% | +41.8% | +84.0% |
| All | +233.7% | +124.9% | +108.8% | +145.0% |
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