-46.9%
ASTS vs STM
+94.3%
-141.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.9% |
| 7D | +0.8% | +12.0% | -11.2% | -6.9% |
| 30D | -22.6% | -0.4% | -22.3% | -22.1% |
| 3M | -54.4% | -13.2% | -41.2% | -49.4% |
| 6M | -56.4% | -26.1% | -30.4% | -47.1% |
| YTD | -55.1% | +81.2% | -136.3% | -72.4% |
| 1Y | -46.9% | +98.3% | -145.3% | -71.1% |
| All | -46.9% | +94.3% | -141.2% | -71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling