+537.8%
ASTS vs STT
+259.7%
+278.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | +0.5% | +6.9% | +7.2% |
| 30D | -8.9% | +3.9% | -12.7% | -10.4% |
| 3M | -41.9% | +20.0% | -61.9% | -46.6% |
| 6M | -40.6% | +55.3% | -95.9% | -51.0% |
| YTD | -14.2% | +53.3% | -67.5% | -28.9% |
| 1Y | +48.9% | +74.7% | -25.8% | +17.4% |
| 3Y | +1,461.7% | +205.8% | +1,255.8% | +901.3% |
| 5Y | +404.1% | +145.0% | +259.1% | +233.3% |
| All | +537.8% | +259.7% | +278.1% | +310.4% |
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