+815.5%
ASTS vs ROST
+102.3%
+713.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.0% |
| 7D | +2.8% | -1.8% | +4.6% | +4.7% |
| 30D | -28.8% | +6.8% | -35.7% | -32.5% |
| 3M | -48.9% | -4.0% | -44.9% | -47.5% |
| 6M | -55.6% | +12.9% | -68.5% | -61.2% |
| YTD | -49.6% | +34.7% | -84.3% | -63.4% |
| 1Y | -46.1% | +49.5% | -95.6% | -65.1% |
| All | +815.5% | +102.3% | +713.2% | +383.4% |
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