-52.7%
ASTS vs ARES
+13.3%
-66.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.3% |
| 7D | -29.9% | +4.9% | -34.8% | -31.4% |
| 30D | -52.2% | +13.6% | -65.7% | -55.0% |
| 3M | -55.8% | -3.3% | -52.5% | -55.3% |
| 6M | -52.7% | +11.0% | -63.7% | -53.8% |
| All | -52.7% | +13.3% | -66.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 6mo: compounded portfolio wealth divided by compounded ARES 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…
6mo analysis · Full analysis span regression · 6 months rolling