-55.3%
ASTS vs TROW
+7.8%
-63.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.2% | +11.9% | +11.8% |
| 7D | +1.5% | +4.7% | -3.2% | -2.0% |
| 30D | -27.6% | +5.4% | -33.0% | -30.6% |
| 3M | -48.7% | -1.6% | -47.1% | -46.8% |
| All | -55.3% | +7.8% | -63.2% | -65.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling