+277.6%
ASTS vs STM
+105.1%
+172.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +6.8% | +7.3% | +10.5% |
| 7D | +1.5% | -5.6% | +7.1% | +5.4% |
| 30D | -27.6% | -14.4% | -13.2% | -20.8% |
| 3M | -48.7% | -20.5% | -28.3% | -41.7% |
| 6M | -50.8% | -24.5% | -26.3% | -42.7% |
| YTD | -49.2% | +72.7% | -121.9% | -61.0% |
| 1Y | -46.7% | +91.0% | -137.7% | -60.9% |
| 3Y | +793.2% | +13.5% | +779.7% | +681.0% |
| 5Y | +195.6% | -9.2% | +204.8% | +167.5% |
| All | +277.6% | +105.1% | +172.5% | +208.5% |
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