-49.2%
ASTS vs ACM
-46.6%
-2.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.1% | -5.4% |
| 7D | -15.8% | +9.5% | -25.3% | -19.3% |
| 30D | -39.0% | +14.7% | -53.8% | -42.8% |
| 3M | -49.3% | -9.5% | -39.8% | -46.3% |
| 6M | -47.9% | -18.0% | -29.9% | -39.4% |
| YTD | -51.0% | -27.3% | -23.7% | -35.8% |
| 1Y | -49.2% | -47.0% | -2.2% | -18.6% |
| All | -49.2% | -46.6% | -2.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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