+253.1%
ASTS vs STM
+113.9%
+139.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.0% |
| 7D | +14.2% | +16.3% | -2.1% | +5.8% |
| 30D | -26.7% | -6.3% | -20.4% | -23.5% |
| 3M | -53.6% | -14.1% | -39.5% | -49.3% |
| 6M | -52.7% | -19.6% | -33.1% | -46.8% |
| YTD | -52.5% | +80.1% | -132.6% | -64.4% |
| 1Y | -46.5% | +95.4% | -141.9% | -61.2% |
| 3Y | +700.5% | +14.7% | +685.8% | +594.1% |
| 5Y | +168.5% | -5.4% | +173.9% | +137.6% |
| All | +253.1% | +113.9% | +139.2% | +182.3% |
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