+715.0%
ASTS vs MAR
+120.6%
+594.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.3% |
| 7D | +0.8% | +1.6% | -0.8% | -0.2% |
| 30D | -22.6% | +13.8% | -36.4% | -28.7% |
| 3M | -54.4% | +20.3% | -74.7% | -59.6% |
| 6M | -56.4% | +21.3% | -77.7% | -62.2% |
| YTD | -55.1% | +37.2% | -92.3% | -64.8% |
| 1Y | -46.9% | +48.4% | -95.4% | -61.4% |
| 3Y | +715.0% | +120.1% | +594.9% | +385.5% |
| All | +715.0% | +120.6% | +594.4% | +385.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling