+230.9%
ASTS vs M
+97.4%
+133.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.6% | +11.6% | +8.0% |
| 7D | -21.1% | -4.3% | -16.8% | -20.5% |
| 30D | -46.7% | +1.3% | -48.0% | -46.8% |
| 3M | -52.0% | -7.4% | -44.6% | -51.4% |
| 6M | -54.3% | +18.3% | -72.6% | -56.0% |
| YTD | -55.5% | +7.6% | -63.1% | -56.5% |
| 1Y | -50.5% | +17.4% | -67.9% | -52.5% |
| 3Y | +706.2% | +108.4% | +597.9% | +581.8% |
| 5Y | +165.2% | -10.6% | +175.8% | +138.5% |
| All | +230.9% | +97.4% | +133.5% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling