+431.2%
ASTS vs ARMK
+144.6%
+286.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | +7.3% | -2.4% | +9.7% | +9.1% |
| 30D | -8.9% | 0.0% | -8.9% | -9.1% |
| 3M | -41.9% | +6.7% | -48.6% | -44.7% |
| 6M | -40.6% | +38.8% | -79.4% | -53.7% |
| YTD | -14.2% | +55.2% | -69.4% | -38.3% |
| 1Y | +48.9% | +46.6% | +2.2% | +11.9% |
| 3Y | +1,461.7% | +112.9% | +1,348.8% | +726.6% |
| All | +431.2% | +144.6% | +286.6% | +151.0% |
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