+538.9%
ASTS vs SU
+201.0%
+337.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -5.9% |
| 7D | 0.0% | +1.6% | -1.5% | -0.2% |
| 30D | -9.2% | +10.7% | -20.0% | -10.8% |
| 3M | -29.6% | +13.5% | -43.1% | -31.3% |
| 6M | -30.5% | +21.8% | -52.3% | -33.2% |
| YTD | -14.1% | +58.8% | -72.9% | -20.9% |
| 1Y | +69.1% | +72.0% | -2.9% | +53.5% |
| 3Y | +1,525.5% | +121.7% | +1,403.8% | +1,316.3% |
| 5Y | +425.9% | +350.4% | +75.5% | +339.7% |
| All | +538.9% | +201.0% | +337.9% | +439.1% |
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