-46.5%
ASTS vs LUNR
+37.2%
-83.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.0% | -12.8% | -10.6% |
| 7D | +14.2% | +51.2% | -36.9% | -15.8% |
| 30D | -26.7% | +7.0% | -33.7% | -30.7% |
| 3M | -53.6% | -23.1% | -30.4% | -45.2% |
| 6M | -52.7% | -59.4% | +6.7% | -17.1% |
| YTD | -52.5% | -19.7% | -32.8% | -50.1% |
| 1Y | -46.5% | +39.5% | -86.0% | -62.4% |
| All | -46.5% | +37.2% | -83.7% | -62.4% |
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