+48.9%
ASTS vs ARMK
+47.4%
+1.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | +7.3% | -2.4% | +9.7% | +9.0% |
| 30D | -8.9% | 0.0% | -8.9% | -9.0% |
| 3M | -41.9% | +6.7% | -48.6% | -44.6% |
| 6M | -40.6% | +38.8% | -79.4% | -54.2% |
| YTD | -14.2% | +55.2% | -69.4% | -40.6% |
| 1Y | +48.9% | +46.6% | +2.2% | +12.9% |
| All | +48.9% | +47.4% | +1.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling