+174.0%
ASTS vs ARKK
-37.0%
+210.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.2% | +3.9% | +4.0% |
| 7D | -21.1% | -6.6% | -14.5% | -15.0% |
| 30D | -46.7% | -14.5% | -32.2% | -37.4% |
| 3M | -52.0% | -0.4% | -51.6% | -51.3% |
| 6M | -54.3% | -5.2% | -49.1% | -50.1% |
| YTD | -55.5% | -1.9% | -53.6% | -51.9% |
| 1Y | -50.5% | -6.7% | -43.7% | -43.0% |
| 3Y | +706.2% | +89.7% | +616.5% | +452.6% |
| All | +174.0% | -37.0% | +210.9% | +358.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling