+537.8%
ASTS vs ARMK
+93.9%
+443.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +7.3% | -2.4% | +9.7% | +8.0% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -41.9% | +6.7% | -48.6% | -43.0% |
| 6M | -40.6% | +38.8% | -79.4% | -45.8% |
| YTD | -14.2% | +55.2% | -69.4% | -23.9% |
| 1Y | +48.9% | +46.6% | +2.2% | +34.3% |
| 3Y | +1,461.7% | +112.9% | +1,348.8% | +1,183.6% |
| 5Y | +404.1% | +144.0% | +260.2% | +308.0% |
| All | +537.8% | +93.9% | +443.9% | +414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling