+244.8%
ASTS vs RUN
-44.3%
+289.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -10.6% | +1.9% | -6.0% |
| 7D | -9.3% | +0.3% | -9.7% | -10.1% |
| 30D | -33.9% | +14.0% | -47.9% | -37.0% |
| 3M | -51.0% | -11.8% | -39.3% | -50.1% |
| 6M | -55.1% | -40.4% | -14.7% | -49.9% |
| YTD | -53.6% | -52.7% | -1.0% | -46.7% |
| 1Y | -51.0% | -52.5% | +1.6% | -43.5% |
| 3Y | +681.7% | -7.7% | +689.4% | +515.2% |
| 5Y | +182.4% | -83.9% | +266.3% | +193.0% |
| All | +244.8% | -44.3% | +289.1% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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