+277.6%
ASTS vs M
+113.4%
+164.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +8.1% | +6.0% | +12.5% |
| 7D | +1.5% | +2.5% | -1.0% | +1.1% |
| 30D | -27.6% | +10.1% | -37.7% | -28.9% |
| 3M | -48.7% | -0.9% | -47.8% | -48.7% |
| 6M | -50.8% | +30.2% | -81.0% | -53.6% |
| YTD | -49.2% | +16.3% | -65.5% | -51.1% |
| 1Y | -46.7% | +27.0% | -73.6% | -49.6% |
| 3Y | +793.2% | +154.5% | +638.7% | +632.1% |
| 5Y | +195.6% | -1.1% | +196.7% | +162.1% |
| All | +277.6% | +113.4% | +164.1% | +249.9% |
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