-52.7%
ASTS vs S
+36.9%
-89.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.8% | -6.4% | -11.0% |
| 7D | -29.9% | -16.7% | -13.2% | -23.4% |
| 30D | -52.2% | -17.0% | -35.2% | -47.9% |
| 3M | -55.8% | +2.0% | -57.8% | -55.9% |
| 6M | -52.7% | +35.1% | -87.8% | -61.8% |
| All | -52.7% | +36.9% | -89.6% | -61.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling