+205.1%
ASTS vs LUNR
+24.8%
+180.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +15.0% | -0.9% | +12.3% |
| 7D | +1.5% | +22.1% | -20.6% | -0.7% |
| 30D | -27.6% | -8.7% | -18.9% | -26.6% |
| 3M | -48.7% | -26.6% | -22.1% | -46.6% |
| 6M | -50.8% | -58.4% | +7.6% | -45.3% |
| YTD | -49.2% | -25.8% | -23.4% | -46.0% |
| 1Y | -46.7% | +25.5% | -72.2% | -45.1% |
| 3Y | +793.2% | +300.0% | +493.2% | +790.2% |
| All | +205.1% | +24.8% | +180.4% | +227.2% |
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