-46.3%
ASTS vs M
+25.7%
-72.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +8.1% | +6.0% | +11.2% |
| 7D | +1.5% | +2.5% | -1.0% | +0.8% |
| 30D | -27.6% | +10.1% | -37.7% | -29.7% |
| 3M | -48.7% | -0.9% | -47.8% | -48.8% |
| 6M | -50.8% | +30.2% | -81.0% | -56.5% |
| YTD | -49.2% | +16.3% | -65.5% | -53.1% |
| All | -46.3% | +25.7% | -72.0% | -51.6% |
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