+233.7%
ASTS vs STM
+115.2%
+118.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.8% |
| 7D | +0.8% | +12.0% | -11.2% | -4.8% |
| 30D | -22.6% | -0.4% | -22.3% | -22.0% |
| 3M | -54.4% | -13.2% | -41.2% | -50.5% |
| 6M | -56.4% | -26.1% | -30.4% | -48.8% |
| YTD | -55.1% | +81.2% | -136.3% | -66.4% |
| 1Y | -46.9% | +98.3% | -145.3% | -61.9% |
| 3Y | +715.0% | +16.7% | +698.3% | +600.5% |
| 5Y | +153.7% | -4.8% | +158.5% | +123.8% |
| All | +233.7% | +115.2% | +118.5% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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