-49.2%
ASTS vs STLA
-53.0%
+3.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -4.8% |
| 7D | -15.8% | -0.6% | -15.2% | -15.8% |
| 30D | -39.0% | +3.6% | -42.6% | -39.6% |
| 3M | -49.3% | -20.6% | -28.7% | -46.9% |
| 6M | -47.9% | -34.3% | -13.6% | -41.7% |
| YTD | -51.0% | -57.3% | +6.3% | -39.7% |
| 1Y | -49.2% | -52.6% | +3.5% | -46.1% |
| All | -49.2% | -53.0% | +3.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling