+149.8%
ASTS vs S
-52.7%
+202.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.4% | +6.4% |
| 7D | -21.1% | -13.4% | -7.6% | -15.6% |
| 30D | -46.7% | -14.0% | -32.7% | -42.8% |
| 3M | -52.0% | +4.9% | -56.9% | -53.5% |
| 6M | -54.3% | +42.0% | -96.3% | -61.2% |
| YTD | -55.5% | +45.1% | -100.6% | -63.5% |
| 1Y | -50.5% | +33.1% | -83.5% | -57.9% |
| 3Y | +706.2% | +40.6% | +665.6% | +563.7% |
| 5Y | +165.2% | -67.5% | +232.7% | +225.9% |
| All | +149.8% | -52.7% | +202.5% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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