+381.5%
ASTS vs S
-56.8%
+438.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +7.3% | -7.7% | +15.0% | +10.8% |
| 30D | -8.9% | -5.3% | -3.5% | -7.6% |
| 3M | -41.9% | +20.3% | -62.2% | -47.1% |
| 6M | -40.6% | +47.4% | -88.0% | -50.9% |
| YTD | -14.2% | +32.5% | -46.7% | -26.7% |
| 1Y | +48.9% | +9.5% | +39.3% | +37.8% |
| 3Y | +1,461.7% | +15.5% | +1,446.1% | +1,291.1% |
| 5Y | +404.1% | -71.2% | +475.3% | +545.4% |
| All | +381.5% | -56.8% | +438.3% | +427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling