-50.5%
ASTS vs STLA
-56.7%
+6.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | -21.1% | -4.5% | -16.6% | -20.3% |
| 30D | -46.7% | -3.9% | -42.8% | -46.2% |
| 3M | -52.0% | -20.2% | -31.8% | -49.7% |
| 6M | -54.3% | -42.2% | -12.1% | -48.1% |
| YTD | -55.5% | -59.3% | +3.8% | -44.6% |
| 1Y | -50.5% | -56.1% | +5.6% | -46.9% |
| All | -50.5% | -56.7% | +6.2% | -46.9% |
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