+537.8%
ASTS vs TROW
+24.5%
+513.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.0% |
| 7D | +7.3% | -1.3% | +8.7% | +8.4% |
| 30D | -8.9% | -4.5% | -4.4% | -6.0% |
| 3M | -41.9% | +3.9% | -45.8% | -43.4% |
| 6M | -40.6% | +22.6% | -63.2% | -47.9% |
| YTD | -14.2% | +10.1% | -24.3% | -19.0% |
| 1Y | +48.9% | +3.6% | +45.3% | +47.2% |
| 3Y | +1,461.7% | +12.4% | +1,449.2% | +1,372.5% |
| 5Y | +404.1% | -37.5% | +441.6% | +463.8% |
| All | +537.8% | +24.5% | +513.3% | +584.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling