+174.0%
ASTS vs M
-11.5%
+185.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.6% | +11.6% | +8.9% |
| 7D | -21.1% | -4.3% | -16.8% | -19.9% |
| 30D | -46.7% | +1.3% | -48.0% | -47.1% |
| 3M | -52.0% | -7.4% | -44.6% | -50.8% |
| 6M | -54.3% | +18.3% | -72.6% | -58.0% |
| YTD | -55.5% | +7.6% | -63.1% | -57.9% |
| 1Y | -50.5% | +17.4% | -67.9% | -54.9% |
| 3Y | +706.2% | +108.4% | +597.9% | +425.0% |
| All | +174.0% | -11.5% | +185.4% | +127.4% |
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