-49.2%
ASTS vs STRL
-30.1%
-19.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.5% | +17.3% | +2.4% |
| 7D | -15.8% | -27.1% | +11.3% | -8.0% |
| 30D | -39.0% | -45.8% | +6.7% | -27.0% |
| 3M | -49.3% | -47.6% | -1.7% | -38.8% |
| 6M | -47.9% | -46.4% | -1.5% | -39.9% |
| YTD | -51.0% | -7.4% | -43.6% | -64.1% |
| 1Y | -49.2% | -25.9% | -23.3% | -56.9% |
| All | -49.2% | -30.1% | -19.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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