+174.0%
ASTS vs STRL
+779.4%
-605.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.5% | +3.6% | +5.7% |
| 7D | -21.1% | -26.9% | +5.8% | -11.3% |
| 30D | -46.7% | -52.7% | +6.0% | -28.9% |
| 3M | -52.0% | -52.8% | +0.8% | -36.0% |
| 6M | -54.3% | -71.5% | +17.2% | -28.4% |
| YTD | -55.5% | -17.4% | -38.0% | -60.3% |
| 1Y | -50.5% | -35.0% | -15.5% | -50.4% |
| 3Y | +706.2% | +239.2% | +467.0% | +246.5% |
| All | +174.0% | +779.4% | -605.4% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling