+244.8%
ASTS vs STZ
-13.2%
+258.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | -9.3% | +5.3% | -14.7% | -10.3% |
| 30D | -33.9% | +19.6% | -53.5% | -36.8% |
| 3M | -51.0% | +10.0% | -61.0% | -52.4% |
| 6M | -55.1% | -0.3% | -54.8% | -55.6% |
| YTD | -53.6% | +8.6% | -62.2% | -56.0% |
| 1Y | -51.0% | +16.6% | -67.5% | -54.4% |
| 3Y | +681.7% | -34.8% | +716.5% | +768.6% |
| 5Y | +182.4% | -27.8% | +210.2% | +209.8% |
| All | +244.8% | -13.2% | +258.0% | +269.2% |
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