+209.1%
ASTS vs M
+106.9%
+102.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.9% | -9.3% | -14.0% |
| 7D | -29.9% | -2.1% | -27.7% | -29.6% |
| 30D | -52.2% | +7.7% | -59.9% | -52.8% |
| 3M | -55.8% | -4.4% | -51.5% | -55.5% |
| 6M | -52.7% | +27.5% | -80.2% | -55.2% |
| YTD | -58.4% | +12.8% | -71.2% | -59.8% |
| 1Y | -57.1% | +20.7% | -77.8% | -59.0% |
| 3Y | +629.5% | +111.3% | +518.2% | +514.6% |
| 5Y | +147.7% | -6.3% | +154.1% | +120.9% |
| All | +209.1% | +106.9% | +102.2% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling