-52.7%
ASTS vs ARMK
+12.8%
-65.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.3% | -13.1% |
| 7D | -29.9% | -10.2% | -19.7% | -26.0% |
| 30D | -52.2% | -9.3% | -42.9% | -49.6% |
| 3M | -55.8% | -11.4% | -44.4% | -53.0% |
| 6M | -52.7% | +11.6% | -64.3% | -44.8% |
| All | -52.7% | +12.8% | -65.5% | -44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling