+195.6%
ASTS vs STLA
-70.4%
+266.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.2% | +14.3% | +14.2% |
| 7D | +1.5% | -6.4% | +7.9% | +4.8% |
| 30D | -27.6% | -1.3% | -26.3% | -27.6% |
| 3M | -48.7% | -19.9% | -28.8% | -43.7% |
| 6M | -50.8% | -42.9% | -8.0% | -35.9% |
| YTD | -49.2% | -59.4% | +10.2% | -24.5% |
| 1Y | -46.7% | -56.8% | +10.2% | -23.6% |
| 3Y | +793.2% | -73.1% | +866.3% | +1,395.6% |
| 5Y | +195.6% | -70.1% | +265.7% | +256.9% |
| All | +195.6% | -70.4% | +266.0% | +256.9% |
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 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