+274.8%
ASTS vs STZ
-14.0%
+288.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.9% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -28.8% | +14.9% | -43.8% | -31.4% |
| 3M | -48.9% | +8.4% | -57.3% | -50.2% |
| 6M | -55.6% | +2.8% | -58.4% | -56.6% |
| YTD | -49.6% | +7.5% | -57.1% | -52.0% |
| 1Y | -46.1% | +12.5% | -58.6% | -49.3% |
| 3Y | +749.7% | -35.4% | +785.1% | +845.9% |
| 5Y | +193.2% | -29.3% | +222.5% | +222.7% |
| All | +274.8% | -14.0% | +288.8% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling