+537.8%
ASTS vs SU
+193.6%
+344.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +7.3% | +3.6% | +3.8% | +6.7% |
| 30D | -8.9% | +7.9% | -16.7% | -10.1% |
| 3M | -41.9% | +3.5% | -45.4% | -42.4% |
| 6M | -40.6% | +19.0% | -59.6% | -42.7% |
| YTD | -14.2% | +55.0% | -69.2% | -20.7% |
| 1Y | +48.9% | +71.2% | -22.4% | +35.1% |
| 3Y | +1,461.7% | +117.4% | +1,344.2% | +1,265.4% |
| 5Y | +404.1% | +335.2% | +69.0% | +323.4% |
| All | +537.8% | +193.6% | +344.2% | +440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling