+264.6%
ASTS vs ARMK
+78.7%
+185.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.9% |
| 7D | -15.8% | -5.8% | -10.0% | -14.3% |
| 30D | -39.0% | -5.3% | -33.8% | -38.1% |
| 3M | -49.3% | -6.7% | -42.6% | -48.3% |
| 6M | -47.9% | +17.4% | -65.3% | -50.2% |
| YTD | -51.0% | +43.0% | -94.0% | -55.4% |
| 1Y | -49.2% | +40.3% | -89.5% | -53.5% |
| 3Y | +760.4% | +90.8% | +669.5% | +627.6% |
| 5Y | +185.6% | +102.2% | +83.4% | +137.9% |
| All | +264.6% | +78.7% | +185.9% | +201.1% |
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 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