+147.7%
ASTS vs ARMK
+90.4%
+57.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.3% | -12.3% |
| 7D | -29.9% | -10.2% | -19.7% | -23.8% |
| 30D | -52.2% | -9.3% | -42.9% | -48.3% |
| 3M | -55.8% | -11.4% | -44.4% | -51.6% |
| 6M | -52.7% | +11.6% | -64.3% | -56.8% |
| YTD | -58.4% | +37.5% | -95.9% | -67.6% |
| 1Y | -57.1% | +34.9% | -92.0% | -66.0% |
| 3Y | +629.5% | +83.4% | +546.0% | +319.3% |
| 5Y | +147.7% | +87.9% | +59.9% | +17.1% |
| All | +147.7% | +90.4% | +57.4% | +17.1% |
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