+230.9%
ASTS vs RUN
-36.1%
+267.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +5.9% | +6.8% |
| 7D | -21.1% | +33.4% | -54.5% | -27.6% |
| 30D | -46.7% | +31.1% | -77.8% | -51.0% |
| 3M | -52.0% | +6.4% | -58.4% | -53.3% |
| 6M | -54.3% | -22.2% | -32.0% | -52.3% |
| YTD | -55.5% | -45.8% | -9.7% | -50.6% |
| 1Y | -50.5% | -51.1% | +0.7% | -43.9% |
| 3Y | +706.2% | -3.0% | +709.2% | +525.5% |
| 5Y | +165.2% | -82.2% | +247.5% | +167.4% |
| All | +230.9% | -36.1% | +267.1% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling