+277.6%
ASTS vs TROW
+27.2%
+250.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.2% | +11.9% | +12.6% |
| 7D | +1.5% | +4.7% | -3.2% | -1.5% |
| 30D | -27.6% | +5.4% | -33.0% | -30.0% |
| 3M | -48.7% | -1.6% | -47.1% | -48.2% |
| 6M | -50.8% | +7.8% | -58.6% | -53.2% |
| YTD | -49.2% | +12.6% | -61.8% | -52.8% |
| 1Y | -46.7% | +13.6% | -60.3% | -50.6% |
| 3Y | +793.2% | +36.6% | +756.6% | +652.6% |
| 5Y | +195.6% | -36.7% | +232.3% | +225.9% |
| All | +277.6% | +27.2% | +250.4% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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