-49.2%
ASTS vs M
+36.6%
-85.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.6% | -11.7% | -6.3% |
| 7D | -15.8% | +8.3% | -24.0% | -17.9% |
| 30D | -39.0% | +14.2% | -53.2% | -41.5% |
| 3M | -49.3% | -1.1% | -48.2% | -49.4% |
| 6M | -47.9% | +36.6% | -84.5% | -54.5% |
| YTD | -51.0% | +19.8% | -70.7% | -55.2% |
| 1Y | -49.2% | +37.2% | -86.3% | -56.4% |
| All | -49.2% | +36.6% | -85.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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