+233.7%
ASTS vs ACM
+85.7%
+147.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.8% |
| 7D | +0.8% | +5.6% | -4.8% | -1.6% |
| 30D | -22.6% | +20.8% | -43.5% | -29.3% |
| 3M | -54.4% | +11.4% | -65.8% | -56.9% |
| 6M | -56.4% | +0.9% | -57.4% | -57.6% |
| YTD | -55.1% | -24.8% | -30.3% | -48.8% |
| 1Y | -46.9% | -46.4% | -0.5% | -29.0% |
| 3Y | +715.0% | -9.2% | +724.2% | +788.5% |
| 5Y | +153.7% | +5.0% | +148.7% | +169.9% |
| All | +233.7% | +85.7% | +147.9% | +246.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling