+4.1%
ARM vs ASTS
-56.7%
+60.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -15.2% | +2.1% | -9.2% |
| 7D | -27.1% | -29.9% | +2.8% | -20.2% |
| 30D | -44.9% | -52.2% | +7.3% | -34.2% |
| 3M | -39.3% | -55.8% | +16.6% | -26.7% |
| 6M | -20.2% | -52.7% | +32.5% | -7.7% |
| YTD | +52.5% | -58.4% | +110.9% | +73.1% |
| 1Y | +4.1% | -57.1% | +61.2% | +16.4% |
| All | +4.1% | -56.7% | +60.8% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling