+431.2%
ASTS vs STM
+20.8%
+410.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -1.0% |
| 7D | +7.3% | +5.8% | +1.5% | +3.5% |
| 30D | -8.9% | -1.0% | -7.9% | -7.9% |
| 3M | -41.9% | -33.3% | -8.7% | -25.0% |
| 6M | -40.6% | +57.4% | -98.0% | -57.3% |
| YTD | -14.2% | +102.2% | -116.4% | -48.6% |
| 1Y | +48.9% | +99.6% | -50.7% | -10.1% |
| 3Y | +1,461.7% | +14.5% | +1,447.1% | +1,169.3% |
| All | +431.2% | +20.8% | +410.4% | +294.4% |
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 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