+264.6%
ASTS vs STT
+221.1%
+43.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -5.1% |
| 7D | -15.8% | -0.1% | -15.7% | -15.8% |
| 30D | -39.0% | -1.7% | -37.4% | -38.5% |
| 3M | -49.3% | -6.4% | -43.0% | -47.8% |
| 6M | -47.9% | +17.7% | -65.6% | -51.5% |
| YTD | -51.0% | +36.9% | -87.8% | -57.2% |
| 1Y | -49.2% | +52.0% | -101.2% | -57.4% |
| 3Y | +760.4% | +178.6% | +581.8% | +476.3% |
| 5Y | +185.6% | +109.1% | +76.6% | +100.0% |
| All | +264.6% | +221.1% | +43.5% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling