+147.7%
ASTS vs USB
+22.2%
+125.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -13.7% |
| 7D | -29.9% | -1.5% | -28.4% | -29.1% |
| 30D | -52.2% | +4.3% | -56.4% | -53.7% |
| 3M | -55.8% | -6.1% | -49.8% | -53.9% |
| 6M | -52.7% | +9.4% | -62.1% | -56.5% |
| YTD | -58.4% | +15.2% | -73.6% | -63.1% |
| 1Y | -57.1% | +32.8% | -89.8% | -65.4% |
| 3Y | +629.5% | +91.3% | +538.2% | +343.9% |
| 5Y | +147.7% | +22.7% | +125.1% | +98.9% |
| All | +147.7% | +22.2% | +125.5% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling