+195.6%
ASTS vs STT
+108.8%
+86.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.2% | +10.9% | +11.5% |
| 7D | +1.5% | +0.9% | +0.6% | +1.5% |
| 30D | -27.6% | -2.3% | -25.3% | -25.4% |
| 3M | -48.7% | -7.0% | -41.7% | -45.3% |
| 6M | -50.8% | +15.5% | -66.3% | -56.0% |
| YTD | -49.2% | +35.6% | -84.8% | -60.1% |
| 1Y | -46.7% | +47.9% | -94.5% | -60.6% |
| 3Y | +793.2% | +181.1% | +612.1% | +301.9% |
| 5Y | +195.6% | +108.2% | +87.4% | +53.0% |
| All | +195.6% | +108.8% | +86.8% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling