+1,505.9%
ASTS vs ROST
+95.5%
+1,410.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +7.3% | +0.9% | +6.4% | +6.6% |
| 30D | -8.9% | -8.9% | 0.0% | -2.3% |
| 3M | -41.9% | -0.8% | -41.1% | -42.5% |
| 6M | -40.6% | +8.5% | -49.1% | -46.9% |
| YTD | -14.2% | +28.6% | -42.8% | -35.9% |
| 1Y | +48.9% | +52.3% | -3.5% | -7.7% |
| All | +1,505.9% | +95.5% | +1,410.5% | +609.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling