+537.8%
ASTS vs USB
+46.4%
+491.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +7.3% | +1.4% | +5.9% | +6.8% |
| 30D | -8.9% | -1.3% | -7.6% | -8.4% |
| 3M | -41.9% | +15.2% | -57.2% | -45.5% |
| 6M | -40.6% | +18.8% | -59.4% | -44.8% |
| YTD | -14.2% | +21.0% | -35.2% | -20.7% |
| 1Y | +48.9% | +34.0% | +14.8% | +32.5% |
| 3Y | +1,461.7% | +95.3% | +1,366.3% | +1,128.5% |
| 5Y | +404.1% | +40.4% | +363.8% | +320.7% |
| All | +537.8% | +46.4% | +491.4% | +428.0% |
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