+673.8%
STX vs ASTS
+649.4%
+24.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -2.5% |
| 7D | +14.6% | +0.8% | +13.8% | +14.5% |
| 30D | -26.0% | -22.6% | -3.3% | -24.0% |
| 3M | -42.6% | -54.4% | +11.8% | -38.5% |
| 6M | -35.3% | -56.4% | +21.2% | -31.1% |
| YTD | +92.5% | -55.1% | +147.6% | +103.5% |
| 1Y | +102.4% | -46.9% | +149.3% | +111.4% |
| 3Y | +673.8% | +715.0% | -41.2% | +660.0% |
| All | +673.8% | +649.4% | +24.4% | +660.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling