+62.2%
ASTS vs TROW
+6.5%
+55.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.5% |
| 7D | +18.5% | +0.4% | +18.1% | +17.8% |
| 30D | -8.1% | -4.0% | -4.1% | -3.2% |
| 3M | -28.2% | +5.0% | -33.2% | -34.5% |
| 6M | -26.1% | +24.3% | -50.4% | -45.8% |
| YTD | -9.0% | +9.8% | -18.7% | -21.3% |
| 1Y | +62.2% | +6.4% | +55.7% | +48.0% |
| All | +62.2% | +6.5% | +55.7% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling