+253.1%
ASTS vs ARMK
+84.0%
+169.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | +14.2% | +7.1% | +7.1% | +12.2% |
| 30D | -26.7% | -1.6% | -25.1% | -26.1% |
| 3M | -53.6% | -10.5% | -43.0% | -51.9% |
| 6M | -52.7% | +11.8% | -64.5% | -53.9% |
| YTD | -52.5% | +47.3% | -99.8% | -57.1% |
| 1Y | -46.5% | +41.5% | -88.0% | -51.1% |
| 3Y | +700.5% | +95.3% | +605.1% | +574.2% |
| 5Y | +168.5% | +108.1% | +60.3% | +122.5% |
| All | +253.1% | +84.0% | +169.2% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling