+244.8%
ASTS vs ARKK
+79.2%
+165.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -6.8% |
| 7D | -9.3% | -4.0% | -5.3% | -5.3% |
| 30D | -33.9% | -14.0% | -19.9% | -24.3% |
| 3M | -51.0% | -4.2% | -46.9% | -48.5% |
| 6M | -55.1% | -2.6% | -52.6% | -52.4% |
| YTD | -53.6% | +0.2% | -53.8% | -50.8% |
| 1Y | -51.0% | -6.9% | -44.0% | -44.2% |
| 3Y | +681.7% | +94.1% | +587.6% | +487.1% |
| 5Y | +182.4% | -32.7% | +215.1% | +220.7% |
| All | +244.8% | +79.2% | +165.6% | +311.9% |
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