+160.4%
ASTS vs S
-71.1%
+231.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | +0.8% | +2.0% | -1.1% | +0.3% |
| 30D | -22.6% | -2.7% | -19.9% | -20.9% |
| 3M | -54.4% | -6.9% | -47.5% | -53.2% |
| 6M | -56.4% | +38.1% | -94.5% | -62.8% |
| YTD | -55.1% | +48.0% | -103.1% | -63.7% |
| 1Y | -46.9% | +34.5% | -81.4% | -55.3% |
| 3Y | +715.0% | +38.3% | +676.7% | +569.9% |
| All | +160.4% | -71.1% | +231.5% | +257.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling