+209.1%
ASTS vs SLB
+78.3%
+130.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.7% | -11.5% | -14.6% |
| 7D | -29.9% | -7.7% | -22.1% | -28.8% |
| 30D | -52.2% | -0.7% | -51.4% | -52.0% |
| 3M | -55.8% | 0.0% | -55.8% | -55.8% |
| 6M | -52.7% | -10.4% | -42.3% | -51.8% |
| YTD | -58.4% | +31.5% | -89.9% | -60.2% |
| 1Y | -57.1% | +39.1% | -96.2% | -59.1% |
| 3Y | +629.5% | -5.7% | +635.2% | +616.4% |
| 5Y | +147.7% | +65.4% | +82.3% | +131.7% |
| All | +209.1% | +78.3% | +130.8% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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