+209.1%
ASTS vs STLA
-54.8%
+263.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.5% | -10.7% | -13.5% |
| 7D | -29.9% | -5.5% | -24.3% | -28.4% |
| 30D | -52.2% | -3.7% | -48.5% | -51.7% |
| 3M | -55.8% | -21.1% | -34.7% | -52.2% |
| 6M | -52.7% | -38.3% | -14.4% | -43.5% |
| YTD | -58.4% | -59.2% | +0.8% | -43.9% |
| 1Y | -57.1% | -56.7% | -0.4% | -43.5% |
| 3Y | +629.5% | -74.3% | +703.8% | +1,005.7% |
| 5Y | +147.7% | -70.2% | +218.0% | +229.5% |
| All | +209.1% | -54.8% | +263.9% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling