+431.2%
ASTS vs STZ
-33.3%
+464.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +7.3% | -1.9% | +9.3% | +8.0% |
| 30D | -8.9% | -1.9% | -7.0% | -8.5% |
| 3M | -41.9% | -6.2% | -35.7% | -41.7% |
| 6M | -40.6% | -14.0% | -26.6% | -38.2% |
| YTD | -14.2% | -5.1% | -9.1% | -17.0% |
| 1Y | +48.9% | -9.6% | +58.4% | +48.2% |
| 3Y | +1,461.7% | -47.2% | +1,508.9% | +1,996.6% |
| All | +431.2% | -33.3% | +464.5% | +520.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling