-46.5%
ASTS vs STLA
-64.2%
+17.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.1% | +0.3% | -4.4% |
| 7D | +14.2% | -13.1% | +27.3% | +17.8% |
| 30D | -26.7% | -13.3% | -13.4% | -24.4% |
| 3M | -53.6% | -27.9% | -25.7% | -50.2% |
| 6M | -52.7% | -47.8% | -4.9% | -44.8% |
| YTD | -52.5% | -64.6% | +12.1% | -38.5% |
| 1Y | -46.5% | -64.0% | +17.5% | -34.0% |
| All | -46.5% | -64.2% | +17.7% | -34.0% |
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