+155.9%
ASTS vs MAR
+155.5%
+0.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.8% | -13.4% | -14.0% |
| 7D | -29.9% | +4.4% | -34.3% | -32.1% |
| 30D | -52.2% | +15.5% | -67.7% | -56.9% |
| 3M | -55.8% | +15.7% | -71.6% | -60.4% |
| 6M | -52.7% | +18.2% | -70.9% | -58.6% |
| YTD | -58.4% | +35.3% | -93.7% | -67.5% |
| 1Y | -57.1% | +48.6% | -105.7% | -69.0% |
| 3Y | +629.5% | +124.3% | +505.1% | +280.7% |
| All | +155.9% | +155.5% | +0.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling