-51.0%
ASTS vs MAR
+47.8%
-98.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.7% | -11.3% | -9.0% |
| 7D | -9.3% | +2.9% | -12.2% | -9.5% |
| 30D | -33.9% | +17.0% | -50.9% | -35.5% |
| 3M | -51.0% | +23.2% | -74.2% | -52.6% |
| 6M | -55.1% | +21.7% | -76.9% | -56.8% |
| YTD | -53.6% | +38.9% | -92.5% | -56.2% |
| 1Y | -51.0% | +48.7% | -99.6% | -53.1% |
| All | -51.0% | +47.8% | -98.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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