+653.1%
ASTS vs STRL
+222.3%
+430.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.9% | -1.4% | -9.9% |
| 7D | -29.9% | -34.6% | +4.7% | -18.2% |
| 30D | -52.2% | -56.7% | +4.5% | -34.8% |
| 3M | -55.8% | -54.4% | -1.4% | -41.1% |
| 6M | -52.7% | -69.7% | +17.0% | -29.0% |
| YTD | -58.4% | -20.2% | -38.2% | -62.7% |
| 1Y | -57.1% | -40.6% | -16.5% | -55.6% |
| All | +653.1% | +222.3% | +430.8% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling