+162.2%
ARM vs ASTS
+649.4%
-487.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.8% |
| 3M | -39.3% | -55.8% | +16.6% | -29.6% |
| 6M | -20.2% | -52.7% | +32.5% | -10.4% |
| YTD | +52.5% | -58.4% | +110.9% | +69.8% |
| 1Y | +4.1% | -57.1% | +61.2% | +13.5% |
| 3Y | +211.7% | +629.5% | -417.8% | +101.0% |
| All | +162.2% | +649.4% | -487.2% | +64.1% |
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 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