+209.1%
ASTS vs ACM
+75.8%
+133.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.2% | -13.0% | -14.2% |
| 7D | -29.9% | +5.1% | -34.9% | -31.6% |
| 30D | -52.2% | +11.5% | -63.6% | -54.7% |
| 3M | -55.8% | -10.5% | -45.4% | -54.1% |
| 6M | -52.7% | -20.4% | -32.4% | -48.1% |
| YTD | -58.4% | -28.9% | -29.6% | -51.4% |
| 1Y | -57.1% | -48.7% | -8.4% | -41.4% |
| 3Y | +629.5% | -12.5% | +642.0% | +709.8% |
| 5Y | +147.7% | +0.5% | +147.2% | +169.8% |
| All | +209.1% | +75.8% | +133.3% | +229.2% |
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