+230.9%
ASTS vs STLA
-54.9%
+285.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | -21.1% | -4.5% | -16.6% | -19.8% |
| 30D | -46.7% | -3.9% | -42.8% | -46.1% |
| 3M | -52.0% | -20.2% | -31.8% | -48.3% |
| 6M | -54.3% | -42.2% | -12.1% | -44.1% |
| YTD | -55.5% | -59.3% | +3.8% | -39.9% |
| 1Y | -50.5% | -56.1% | +5.6% | -35.2% |
| 3Y | +706.2% | -73.7% | +779.9% | +1,108.1% |
| 5Y | +165.2% | -70.3% | +235.5% | +253.0% |
| All | +230.9% | -54.9% | +285.8% | +320.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling