+274.8%
ASTS vs STM
+113.0%
+161.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.5% | +5.2% | +6.8% |
| 7D | +2.8% | +1.4% | +1.4% | +2.9% |
| 30D | -28.8% | -8.4% | -20.5% | -24.8% |
| 3M | -48.9% | -15.8% | -33.1% | -43.5% |
| 6M | -55.6% | -22.8% | -32.8% | -48.9% |
| YTD | -49.6% | +79.4% | -128.9% | -62.1% |
| 1Y | -46.1% | +97.0% | -143.0% | -61.1% |
| 3Y | +749.7% | +14.2% | +735.5% | +638.5% |
| 5Y | +193.2% | -4.5% | +197.7% | +159.6% |
| All | +274.8% | +113.0% | +161.8% | +200.4% |
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