+48.9%
ASTS vs LUNR
+75.3%
-26.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.2% |
| 7D | +7.3% | -3.6% | +11.0% | +10.2% |
| 30D | -8.9% | +5.9% | -14.7% | -13.2% |
| 3M | -41.9% | -56.0% | +14.0% | +0.2% |
| 6M | -40.6% | -20.5% | -20.1% | -34.7% |
| YTD | -14.2% | -8.7% | -5.5% | -16.0% |
| 1Y | +48.9% | +75.9% | -27.0% | -34.8% |
| All | +48.9% | +75.3% | -26.4% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 1y: compounded portfolio wealth divided by compounded LUNR 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…
1y analysis · Full analysis span regression · 6 months rolling