+160.4%
ASTS vs STLA
-74.6%
+234.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.0% |
| 7D | +0.8% | -13.8% | +14.6% | +8.3% |
| 30D | -22.6% | -10.5% | -12.1% | -19.0% |
| 3M | -54.4% | -28.9% | -25.6% | -46.9% |
| 6M | -56.4% | -49.7% | -6.7% | -39.5% |
| YTD | -55.1% | -64.9% | +9.8% | -28.4% |
| 1Y | -46.9% | -64.0% | +17.1% | -16.6% |
| 3Y | +715.0% | -77.4% | +792.4% | +1,405.8% |
| All | +160.4% | -74.6% | +234.9% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling