+793.2%
ASTS vs ACM
-7.9%
+801.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.2% | +8.9% | +10.4% |
| 7D | +1.5% | +6.9% | -5.4% | -2.7% |
| 30D | -27.6% | +19.1% | -46.7% | -36.1% |
| 3M | -48.7% | -6.9% | -41.8% | -46.4% |
| 6M | -50.8% | -12.0% | -38.8% | -46.3% |
| YTD | -49.2% | -25.1% | -24.1% | -35.2% |
| 1Y | -46.7% | -45.4% | -1.3% | -8.9% |
| 3Y | +793.2% | -6.9% | +800.1% | +1,169.4% |
| All | +793.2% | -7.9% | +801.1% | +1,169.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling