+653.1%
ASTS vs M
+110.5%
+542.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.9% | -9.3% | -13.1% |
| 7D | -29.9% | -2.1% | -27.7% | -29.3% |
| 30D | -52.2% | +7.7% | -59.9% | -53.3% |
| 3M | -55.8% | -4.4% | -51.5% | -55.2% |
| 6M | -52.7% | +27.5% | -80.2% | -57.2% |
| YTD | -58.4% | +12.8% | -71.2% | -61.0% |
| 1Y | -57.1% | +20.7% | -77.8% | -60.8% |
| All | +653.1% | +110.5% | +542.6% | +393.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling