+1,753.4%
STX vs ASTS
+537.8%
+1,215.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.3% |
| 7D | +2.4% | +7.3% | -5.0% | +1.6% |
| 30D | +1.4% | -8.9% | +10.3% | +2.1% |
| 3M | -8.2% | -41.9% | +33.7% | -4.7% |
| 6M | +127.0% | -40.6% | +167.6% | +133.1% |
| YTD | +209.1% | -14.2% | +223.4% | +207.5% |
| 1Y | +365.4% | +48.9% | +316.6% | +341.4% |
| 3Y | +1,135.4% | +1,461.7% | -326.3% | +838.7% |
| 5Y | +991.5% | +404.1% | +587.4% | +758.4% |
| All | +1,753.4% | +537.8% | +1,215.7% | +1,162.8% |
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