-23.9%
ASTS vs SUNB
-4.1%
-19.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.1% | +5.8% |
| 7D | +18.5% | +3.4% | +15.1% | +17.3% |
| 30D | -8.1% | -14.5% | +6.4% | -3.9% |
| 3M | -28.2% | -13.8% | -14.3% | -25.1% |
| 6M | -26.1% | -5.9% | -20.2% | -22.5% |
| All | -23.9% | -4.1% | -19.9% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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