+538.9%
ASTS vs ARKK
+96.6%
+442.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -4.2% |
| 7D | 0.0% | +1.4% | -1.4% | -1.2% |
| 30D | -9.2% | +5.1% | -14.3% | -12.6% |
| 3M | -29.6% | +12.7% | -42.4% | -34.6% |
| 6M | -30.5% | +13.8% | -44.3% | -35.0% |
| YTD | -14.1% | +9.9% | -24.0% | -16.4% |
| 1Y | +69.1% | +10.4% | +58.7% | +67.9% |
| 3Y | +1,525.5% | +93.6% | +1,431.9% | +1,080.1% |
| 5Y | +425.9% | -29.4% | +455.2% | +455.0% |
| All | +538.9% | +96.6% | +442.3% | +599.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 10y: compounded portfolio wealth divided by compounded ARKK 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…
10y analysis · Full analysis span regression · 6 months rolling