+167.4%
ASTS vs LUNR
+8.5%
+158.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +21.5% | -14.4% | +4.5% |
| 7D | -21.1% | -1.9% | -19.2% | -20.8% |
| 30D | -46.7% | -27.3% | -19.4% | -44.5% |
| 3M | -52.0% | -29.9% | -22.1% | -49.7% |
| 6M | -54.3% | -60.2% | +6.0% | -48.7% |
| YTD | -55.5% | -35.5% | -20.0% | -51.9% |
| 1Y | -50.5% | +9.5% | -60.0% | -48.2% |
| 3Y | +706.2% | +226.2% | +480.1% | +716.8% |
| All | +167.4% | +8.5% | +158.9% | +191.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling