+1,505.9%
ASTS vs ACM
-21.7%
+1,527.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +7.3% | -3.7% | +11.1% | +10.4% |
| 30D | -8.9% | -11.1% | +2.2% | -1.6% |
| 3M | -41.9% | -8.0% | -33.9% | -39.9% |
| 6M | -40.6% | -29.7% | -10.9% | -20.1% |
| YTD | -14.2% | -29.4% | +15.2% | +14.6% |
| 1Y | +48.9% | -46.4% | +95.3% | +160.8% |
| All | +1,505.9% | -21.7% | +1,527.6% | +1,833.4% |
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