+147.7%
ASTS vs S
-69.2%
+216.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.8% | -6.4% | -11.3% |
| 7D | -29.9% | -16.7% | -13.2% | -23.5% |
| 30D | -52.2% | -17.0% | -35.2% | -47.7% |
| 3M | -55.8% | +2.0% | -57.8% | -56.8% |
| 6M | -52.7% | +35.1% | -87.8% | -59.4% |
| YTD | -58.4% | +42.8% | -101.2% | -66.0% |
| 1Y | -57.1% | +27.7% | -84.8% | -63.1% |
| 3Y | +629.5% | +33.0% | +596.5% | +506.1% |
| 5Y | +147.7% | -68.0% | +215.7% | +233.8% |
| All | +147.7% | -69.2% | +216.9% | +233.8% |
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 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