+537.8%
ASTS vs ACM
+74.5%
+463.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +7.3% | -3.7% | +11.1% | +9.3% |
| 30D | -8.9% | -11.1% | +2.2% | -4.7% |
| 3M | -41.9% | -8.0% | -33.9% | -40.7% |
| 6M | -40.6% | -29.7% | -10.9% | -30.3% |
| YTD | -14.2% | -29.4% | +15.2% | +0.8% |
| 1Y | +48.9% | -46.4% | +95.3% | +100.2% |
| 3Y | +1,461.7% | -22.3% | +1,484.0% | +1,716.8% |
| 5Y | +404.1% | +4.5% | +399.7% | +449.2% |
| All | +537.8% | +74.5% | +463.3% | +583.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling