+147.7%
ASTS vs STM
-17.8%
+165.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.4% | -2.8% | -6.7% |
| 7D | -29.9% | -20.1% | -9.8% | -18.0% |
| 30D | -52.2% | -32.0% | -20.2% | -37.4% |
| 3M | -55.8% | -24.2% | -31.7% | -46.4% |
| 6M | -52.7% | -29.9% | -22.8% | -40.1% |
| YTD | -58.4% | +54.9% | -113.3% | -70.2% |
| 1Y | -57.1% | +68.0% | -125.1% | -70.8% |
| 3Y | +629.5% | -0.1% | +629.6% | +538.1% |
| 5Y | +147.7% | -17.9% | +165.6% | +124.0% |
| All | +147.7% | -17.8% | +165.5% | +124.0% |
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