+230.9%
ASTS vs STZ
-15.3%
+246.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.4% |
| 7D | -21.1% | +4.9% | -26.0% | -22.1% |
| 30D | -46.7% | +20.9% | -67.6% | -49.3% |
| 3M | -52.0% | +8.0% | -60.0% | -53.2% |
| 6M | -54.3% | -5.3% | -49.0% | -54.2% |
| YTD | -55.5% | +5.9% | -61.4% | -57.5% |
| 1Y | -50.5% | +14.2% | -64.7% | -53.8% |
| 3Y | +706.2% | -37.0% | +743.2% | +802.6% |
| 5Y | +165.2% | -29.7% | +194.9% | +192.4% |
| All | +230.9% | -15.3% | +246.2% | +256.0% |
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