+416.3%
ASTS vs LUNR
+54.8%
+361.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.7% | -0.9% | -5.1% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -9.2% | -5.3% | -3.9% | -8.6% |
| 3M | -29.6% | -45.6% | +16.0% | -24.5% |
| 6M | -30.5% | -17.4% | -13.1% | -27.9% |
| YTD | -14.1% | -7.9% | -6.1% | -11.2% |
| 1Y | +69.1% | +77.6% | -8.5% | +68.1% |
| 3Y | +1,525.5% | +247.4% | +1,278.1% | +1,475.6% |
| All | +416.3% | +54.8% | +361.5% | +437.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling