+230.9%
ASTS vs ROST
+124.3%
+106.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.7% |
| 7D | -21.1% | +1.2% | -22.3% | -21.5% |
| 30D | -46.7% | +2.5% | -49.2% | -47.3% |
| 3M | -52.0% | -9.0% | -43.0% | -50.4% |
| 6M | -54.3% | +1.3% | -55.6% | -55.1% |
| YTD | -55.5% | +29.1% | -84.5% | -60.4% |
| 1Y | -50.5% | +45.4% | -95.9% | -58.1% |
| 3Y | +706.2% | +94.9% | +611.4% | +521.9% |
| 5Y | +165.2% | +104.0% | +61.2% | +92.9% |
| All | +230.9% | +124.3% | +106.6% | +142.7% |
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