+195.6%
ASTS vs ARMK
+107.5%
+88.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.2% | +9.9% | +10.9% |
| 7D | +1.5% | +0.9% | +0.6% | +1.6% |
| 30D | -27.6% | -0.4% | -27.3% | -26.9% |
| 3M | -48.7% | -2.0% | -46.8% | -47.7% |
| 6M | -50.8% | +22.0% | -72.8% | -57.9% |
| YTD | -49.2% | +49.6% | -98.8% | -62.7% |
| 1Y | -46.7% | +46.4% | -93.0% | -60.1% |
| 3Y | +793.2% | +103.2% | +690.0% | +375.5% |
| 5Y | +195.6% | +108.1% | +87.5% | +32.9% |
| All | +195.6% | +107.5% | +88.1% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling