+264.6%
ASTS vs USB
+42.3%
+222.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.9% |
| 7D | -15.8% | +2.4% | -18.2% | -16.7% |
| 30D | -39.0% | +6.6% | -45.6% | -40.7% |
| 3M | -49.3% | -4.1% | -45.2% | -48.6% |
| 6M | -47.9% | +12.5% | -60.4% | -50.8% |
| YTD | -51.0% | +17.6% | -68.6% | -54.3% |
| 1Y | -49.2% | +36.5% | -85.7% | -55.1% |
| 3Y | +760.4% | +95.4% | +665.0% | +577.2% |
| 5Y | +185.6% | +26.1% | +159.5% | +141.3% |
| All | +264.6% | +42.3% | +222.3% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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