+415.4%
ASTS vs LUNR
+53.5%
+361.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +7.3% | -3.6% | +11.0% | +7.8% |
| 30D | -8.9% | +5.9% | -14.7% | -9.4% |
| 3M | -41.9% | -56.0% | +14.0% | -36.3% |
| 6M | -40.6% | -20.5% | -20.1% | -38.2% |
| YTD | -14.2% | -8.7% | -5.5% | -11.3% |
| 1Y | +48.9% | +75.9% | -27.0% | +48.1% |
| 3Y | +1,461.7% | +202.9% | +1,258.8% | +1,415.1% |
| All | +415.4% | +53.5% | +361.9% | +437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling