+538.9%
ASTS vs TROW
+22.2%
+516.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.5% |
| 7D | 0.0% | -1.5% | +1.5% | +1.1% |
| 30D | -9.2% | -5.3% | -3.9% | -5.8% |
| 3M | -29.6% | +2.9% | -32.6% | -31.0% |
| 6M | -30.5% | +22.2% | -52.7% | -38.9% |
| YTD | -14.1% | +8.1% | -22.1% | -17.7% |
| 1Y | +69.1% | +5.8% | +63.3% | +65.2% |
| 3Y | +1,525.5% | +14.0% | +1,511.5% | +1,426.0% |
| 5Y | +425.9% | -38.3% | +464.1% | +495.4% |
| All | +538.9% | +22.2% | +516.7% | +595.1% |
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