+653.1%
ASTS vs STLD
+104.7%
+548.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.6% | -7.6% | -10.8% |
| 7D | -29.9% | -12.5% | -17.4% | -24.0% |
| 30D | -52.2% | -6.8% | -45.3% | -49.9% |
| 3M | -55.8% | -16.4% | -39.5% | -51.2% |
| 6M | -52.7% | -6.1% | -46.6% | -51.1% |
| YTD | -58.4% | +32.0% | -90.4% | -64.6% |
| 1Y | -57.1% | +45.5% | -102.6% | -65.2% |
| All | +653.1% | +104.7% | +548.4% | +419.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling