+815.5%
ASTS vs MAR
+123.8%
+691.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +2.8% | +1.0% | +1.8% | +2.2% |
| 30D | -28.8% | +16.2% | -45.1% | -35.3% |
| 3M | -48.9% | +23.1% | -71.9% | -55.3% |
| 6M | -55.6% | +22.0% | -77.6% | -61.5% |
| YTD | -49.6% | +39.2% | -88.7% | -60.9% |
| 1Y | -46.1% | +48.3% | -94.3% | -60.6% |
| All | +815.5% | +123.8% | +691.7% | +440.8% |
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