+906.9%
STX vs ASTS
+230.9%
+675.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.2% | -1.9% |
| 7D | -28.5% | -21.1% | -7.4% | -26.8% |
| 30D | -42.9% | -46.7% | +3.8% | -39.6% |
| 3M | -45.9% | -52.0% | +6.1% | -42.4% |
| 6M | -41.3% | -54.3% | +13.0% | -37.8% |
| YTD | +67.9% | -55.5% | +123.4% | +76.9% |
| 1Y | +66.5% | -50.5% | +117.0% | +73.3% |
| 3Y | +588.0% | +706.2% | -118.3% | +456.3% |
| 5Y | +449.1% | +165.2% | +283.8% | +357.5% |
| All | +906.9% | +230.9% | +675.9% | +626.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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