+174.0%
ASTS vs STM
-15.6%
+189.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.6% | +4.0% |
| 7D | -21.1% | -10.7% | -10.3% | -14.3% |
| 30D | -46.7% | -25.7% | -21.0% | -34.2% |
| 3M | -52.0% | -21.6% | -30.4% | -43.0% |
| 6M | -54.3% | -27.8% | -26.5% | -43.3% |
| YTD | -55.5% | +61.8% | -117.2% | -69.0% |
| 1Y | -50.5% | +78.1% | -128.6% | -67.6% |
| 3Y | +706.2% | +4.9% | +701.3% | +581.5% |
| All | +174.0% | -15.6% | +189.5% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling