+230.9%
ASTS vs ARMK
+79.4%
+151.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.5% | +2.6% | +5.8% |
| 7D | -21.1% | -2.6% | -18.5% | -20.3% |
| 30D | -46.7% | -5.2% | -41.5% | -45.7% |
| 3M | -52.0% | -6.5% | -45.5% | -51.0% |
| 6M | -54.3% | +15.3% | -69.5% | -56.0% |
| YTD | -55.5% | +43.6% | -99.1% | -59.5% |
| 1Y | -50.5% | +42.1% | -92.5% | -54.8% |
| 3Y | +706.2% | +94.0% | +612.2% | +580.6% |
| 5Y | +165.2% | +96.3% | +69.0% | +121.4% |
| All | +230.9% | +79.4% | +151.5% | +173.6% |
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