+209.1%
ASTS vs STT
+205.9%
+3.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.7% | -10.5% | -13.1% |
| 7D | -29.9% | -4.9% | -25.0% | -28.0% |
| 30D | -52.2% | -6.0% | -46.2% | -50.5% |
| 3M | -55.8% | -11.7% | -44.2% | -53.1% |
| 6M | -52.7% | +11.7% | -64.4% | -54.7% |
| YTD | -58.4% | +30.4% | -88.8% | -62.8% |
| 1Y | -57.1% | +43.9% | -101.0% | -63.0% |
| 3Y | +629.5% | +165.4% | +464.1% | +401.0% |
| 5Y | +147.7% | +101.0% | +46.7% | +77.7% |
| All | +209.1% | +205.9% | +3.2% | +114.8% |
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