+919.0%
STX vs ASTS
+209.1%
+709.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -15.2% | -1.0% | -14.8% |
| 7D | -33.4% | -29.9% | -3.5% | -31.0% |
| 30D | -42.1% | -52.2% | +10.1% | -38.1% |
| 3M | -44.3% | -55.8% | +11.6% | -40.2% |
| 6M | -39.4% | -52.7% | +13.3% | -35.9% |
| YTD | +70.0% | -58.4% | +128.4% | +80.2% |
| 1Y | +70.2% | -57.1% | +127.3% | +79.1% |
| 3Y | +585.2% | +629.5% | -44.3% | +459.4% |
| 5Y | +455.7% | +147.7% | +307.9% | +366.1% |
| All | +919.0% | +209.1% | +709.8% | +640.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling