+244.8%
ASTS vs SU
+195.4%
+49.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.1% | -8.7% |
| 7D | -9.3% | -10.2% | +0.9% | -7.7% |
| 30D | -33.9% | -6.2% | -27.7% | -33.2% |
| 3M | -51.0% | +8.7% | -59.7% | -51.8% |
| 6M | -55.1% | +7.2% | -62.3% | -55.9% |
| YTD | -53.6% | +55.9% | -109.5% | -57.3% |
| 1Y | -51.0% | +60.4% | -111.4% | -55.0% |
| 3Y | +681.7% | +125.2% | +556.5% | +579.8% |
| 5Y | +182.4% | +216.7% | -34.3% | +139.5% |
| All | +244.8% | +195.4% | +49.4% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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