+244.8%
ASTS vs STLD
+765.4%
-520.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.8% | -12.4% | -10.0% |
| 7D | -9.3% | -4.7% | -4.7% | -7.6% |
| 30D | -33.9% | -0.9% | -32.9% | -33.5% |
| 3M | -51.0% | -11.9% | -39.1% | -48.8% |
| 6M | -55.1% | +0.9% | -56.0% | -55.3% |
| YTD | -53.6% | +40.4% | -94.0% | -58.4% |
| 1Y | -51.0% | +56.6% | -107.5% | -57.5% |
| 3Y | +681.7% | +125.5% | +556.2% | +505.9% |
| 5Y | +182.4% | +292.8% | -110.4% | +92.9% |
| All | +244.8% | +765.4% | -520.6% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling