+230.9%
ASTS vs STM
+92.1%
+138.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.6% | +4.7% |
| 7D | -21.1% | -10.7% | -10.3% | -15.8% |
| 30D | -46.7% | -25.7% | -21.0% | -37.2% |
| 3M | -52.0% | -21.6% | -30.4% | -45.0% |
| 6M | -54.3% | -27.8% | -26.5% | -45.3% |
| YTD | -55.5% | +61.8% | -117.2% | -64.7% |
| 1Y | -50.5% | +78.1% | -128.6% | -62.4% |
| 3Y | +706.2% | +4.9% | +701.3% | +632.3% |
| 5Y | +165.2% | -14.3% | +179.5% | +147.5% |
| All | +230.9% | +92.1% | +138.8% | +179.3% |
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