+1,505.9%
ASTS vs STT
+207.1%
+1,298.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +7.3% | +0.5% | +6.9% | +7.0% |
| 30D | -8.9% | +3.9% | -12.7% | -12.1% |
| 3M | -41.9% | +20.0% | -61.9% | -51.4% |
| 6M | -40.6% | +55.3% | -95.9% | -60.9% |
| YTD | -14.2% | +53.3% | -67.5% | -43.3% |
| 1Y | +48.9% | +74.7% | -25.8% | -12.5% |
| All | +1,505.9% | +207.1% | +1,298.8% | +354.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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