+537.8%
ASTS vs ROST
+123.5%
+414.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +7.3% | +0.9% | +6.4% | +7.0% |
| 30D | -8.9% | -8.9% | 0.0% | -5.6% |
| 3M | -41.9% | -0.8% | -41.1% | -42.1% |
| 6M | -40.6% | +8.5% | -49.1% | -43.2% |
| YTD | -14.2% | +28.6% | -42.8% | -23.5% |
| 1Y | +48.9% | +52.3% | -3.5% | +24.1% |
| 3Y | +1,461.7% | +94.8% | +1,366.8% | +1,108.2% |
| 5Y | +404.1% | +110.8% | +293.4% | +266.4% |
| All | +537.8% | +123.5% | +414.3% | +369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling