+214.0%
ARM vs ASTS
+636.6%
-422.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -15.2% | +2.1% | -10.2% |
| 7D | -27.1% | -29.9% | +2.8% | -21.9% |
| 30D | -44.9% | -52.2% | +7.3% | -36.7% |
| 3M | -39.3% | -55.8% | +16.6% | -29.6% |
| 6M | -20.2% | -52.7% | +32.5% | -10.3% |
| YTD | +52.5% | -58.4% | +110.9% | +69.9% |
| 1Y | +4.1% | -57.1% | +61.2% | +13.6% |
| All | +214.0% | +636.6% | -422.6% | +106.1% |
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