+431.2%
ASTS vs M
+27.3%
+403.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | +7.3% | +4.7% | +2.6% | +5.5% |
| 30D | -8.9% | -9.6% | +0.8% | -5.3% |
| 3M | -41.9% | +0.9% | -42.8% | -42.8% |
| 6M | -40.6% | +22.3% | -62.9% | -45.8% |
| YTD | -14.2% | +6.5% | -20.7% | -18.0% |
| 1Y | +48.9% | +38.8% | +10.1% | +27.2% |
| 3Y | +1,461.7% | +115.9% | +1,345.7% | +930.4% |
| All | +431.2% | +27.3% | +403.9% | +320.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling