+537.8%
ASTS vs STRL
+2,882.8%
-2,345.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -1.6% |
| 7D | +7.3% | +3.4% | +3.9% | +6.2% |
| 30D | -8.9% | -9.2% | +0.4% | -6.0% |
| 3M | -41.9% | -51.0% | +9.1% | -28.4% |
| 6M | -40.6% | +15.8% | -56.4% | -48.7% |
| YTD | -14.2% | +58.9% | -73.1% | -34.2% |
| 1Y | +48.9% | +68.5% | -19.7% | +12.8% |
| 3Y | +1,461.7% | +485.2% | +976.4% | +670.8% |
| 5Y | +404.1% | +2,005.1% | -1,601.0% | +76.9% |
| All | +537.8% | +2,882.8% | -2,345.0% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling