+455.7%
STX vs ASTS
+138.7%
+316.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -15.2% | -1.0% | -14.7% |
| 7D | -33.4% | -29.9% | -3.5% | -30.9% |
| 30D | -42.1% | -52.2% | +10.1% | -37.8% |
| 3M | -44.3% | -55.8% | +11.6% | -39.9% |
| 6M | -39.4% | -52.7% | +13.3% | -35.6% |
| YTD | +70.0% | -58.4% | +128.4% | +81.0% |
| 1Y | +70.2% | -57.1% | +127.3% | +79.8% |
| 3Y | +585.2% | +629.5% | -44.3% | +454.9% |
| 5Y | +455.7% | +147.7% | +307.9% | +405.4% |
| All | +455.7% | +138.7% | +316.9% | +405.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling