+653.1%
ASTS vs STM
+0.3%
+652.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.4% | -2.8% | -7.4% |
| 7D | -29.9% | -20.1% | -9.8% | -19.1% |
| 30D | -52.2% | -32.0% | -20.2% | -39.0% |
| 3M | -55.8% | -24.2% | -31.7% | -47.2% |
| 6M | -52.7% | -29.9% | -22.8% | -40.9% |
| YTD | -58.4% | +54.9% | -113.3% | -67.8% |
| 1Y | -57.1% | +68.0% | -125.1% | -68.2% |
| All | +653.1% | +0.3% | +652.8% | +441.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling