+244.8%
ASTS vs ACM
+86.1%
+158.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -9.0% |
| 7D | -9.3% | +6.6% | -15.9% | -11.8% |
| 30D | -33.9% | +19.8% | -53.7% | -39.3% |
| 3M | -51.0% | -3.1% | -47.9% | -50.9% |
| 6M | -55.1% | -11.5% | -43.6% | -53.1% |
| YTD | -53.6% | -24.7% | -28.9% | -47.2% |
| 1Y | -51.0% | -45.1% | -5.9% | -35.1% |
| 3Y | +681.7% | -8.9% | +690.6% | +751.0% |
| 5Y | +182.4% | +5.4% | +177.0% | +200.2% |
| All | +244.8% | +86.1% | +158.8% | +258.1% |
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