+653.1%
ASTS vs S
+32.3%
+620.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.8% | -6.4% | -10.8% |
| 7D | -29.9% | -16.7% | -13.2% | -22.8% |
| 30D | -52.2% | -17.0% | -35.2% | -47.3% |
| 3M | -55.8% | +2.0% | -57.8% | -56.9% |
| 6M | -52.7% | +35.1% | -87.8% | -60.3% |
| YTD | -58.4% | +42.8% | -101.2% | -67.0% |
| 1Y | -57.1% | +27.7% | -84.8% | -63.8% |
| All | +653.1% | +32.3% | +620.8% | +503.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling