+1,105.0%
STX vs ASTS
+274.8%
+830.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +8.7% | +1.3% | +9.1% |
| 7D | -1.0% | +2.8% | -3.8% | -1.1% |
| 30D | -26.8% | -28.8% | +2.1% | -24.4% |
| 3M | -32.7% | -48.9% | +16.2% | -28.8% |
| 6M | -33.7% | -55.6% | +21.9% | -29.7% |
| YTD | +101.0% | -49.6% | +150.6% | +109.3% |
| 1Y | +92.7% | -46.1% | +138.8% | +98.7% |
| 3Y | +708.7% | +749.7% | -40.9% | +550.4% |
| 5Y | +504.0% | +193.2% | +310.8% | +398.1% |
| All | +1,105.0% | +274.8% | +830.2% | +759.3% |
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