+1,505.9%
ASTS vs MAR
+68.4%
+1,437.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | -4.2% | +11.5% | +10.4% |
| 30D | -8.9% | -6.7% | -2.2% | -4.7% |
| 3M | -41.9% | -12.5% | -29.4% | -37.3% |
| 6M | -40.6% | +0.6% | -41.2% | -42.2% |
| YTD | -14.2% | +9.1% | -23.3% | -22.4% |
| 1Y | +48.9% | +26.2% | +22.6% | +17.3% |
| All | +1,505.9% | +68.4% | +1,437.6% | +797.9% |
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