+274.8%
ASTS vs STLA
-58.2%
+333.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.5% | +12.2% | +10.0% |
| 7D | +2.8% | -11.6% | +14.4% | +7.9% |
| 30D | -28.8% | -6.2% | -22.7% | -27.5% |
| 3M | -48.9% | -24.6% | -24.3% | -43.7% |
| 6M | -55.6% | -44.9% | -10.7% | -44.8% |
| YTD | -49.6% | -62.3% | +12.7% | -30.0% |
| 1Y | -46.1% | -61.8% | +15.7% | -25.4% |
| 3Y | +749.7% | -75.3% | +825.0% | +1,203.8% |
| 5Y | +193.2% | -72.5% | +265.7% | +301.3% |
| All | +274.8% | -58.2% | +333.0% | +389.1% |
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