+277.6%
ASTS vs STRL
+1,682.2%
-1,404.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +15.0% | -0.9% | +9.0% |
| 7D | +1.5% | -13.3% | +14.9% | +6.0% |
| 30D | -27.6% | -43.3% | +15.7% | -13.0% |
| 3M | -48.7% | -46.9% | -1.9% | -37.2% |
| 6M | -50.8% | -65.6% | +14.7% | -32.6% |
| YTD | -49.2% | -5.1% | -44.1% | -54.0% |
| 1Y | -46.7% | -23.1% | -23.6% | -47.8% |
| 3Y | +793.2% | +346.8% | +446.4% | +389.8% |
| 5Y | +195.6% | +907.2% | -711.6% | +27.0% |
| All | +277.6% | +1,682.2% | -1,404.6% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling