+1,505.9%
ASTS vs STLD
+135.5%
+1,370.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +7.3% | +3.1% | +4.2% | +5.6% |
| 30D | -8.9% | -9.0% | +0.1% | -4.2% |
| 3M | -41.9% | -12.4% | -29.6% | -37.9% |
| 6M | -40.6% | +25.5% | -66.1% | -48.5% |
| YTD | -14.2% | +43.6% | -57.8% | -30.9% |
| 1Y | +48.9% | +87.2% | -38.3% | +4.7% |
| All | +1,505.9% | +135.5% | +1,370.4% | +825.4% |
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