+537.8%
ASTS vs STLA
-43.4%
+581.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +7.3% | +2.6% | +4.8% | +6.2% |
| 30D | -8.9% | -1.2% | -7.6% | -8.7% |
| 3M | -41.9% | -24.8% | -17.2% | -35.6% |
| 6M | -40.6% | -25.6% | -15.0% | -33.6% |
| YTD | -14.2% | -48.9% | +34.7% | +7.1% |
| 1Y | +48.9% | -38.8% | +87.6% | +72.4% |
| 3Y | +1,461.7% | -64.5% | +1,526.2% | +2,009.9% |
| 5Y | +404.1% | -62.4% | +466.6% | +519.2% |
| All | +537.8% | -43.4% | +581.2% | +648.7% |
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