+174.0%
ASTS vs ACM
-2.7%
+176.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.0% | +7.0% |
| 7D | -21.1% | +5.4% | -26.5% | -24.7% |
| 30D | -46.7% | +15.1% | -61.8% | -52.9% |
| 3M | -52.0% | -10.5% | -41.5% | -48.6% |
| 6M | -54.3% | -19.7% | -34.6% | -46.2% |
| YTD | -55.5% | -28.8% | -26.7% | -41.0% |
| 1Y | -50.5% | -47.9% | -2.6% | -10.2% |
| 3Y | +706.2% | -12.4% | +718.6% | +760.3% |
| All | +174.0% | -2.7% | +176.7% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling