+209.1%
ASTS vs MAR
+242.0%
-32.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.8% | -13.4% | -14.6% |
| 7D | -29.9% | +4.4% | -34.3% | -31.0% |
| 30D | -52.2% | +15.5% | -67.7% | -54.5% |
| 3M | -55.8% | +15.7% | -71.6% | -58.1% |
| 6M | -52.7% | +18.2% | -70.9% | -55.6% |
| YTD | -58.4% | +35.3% | -93.7% | -62.9% |
| 1Y | -57.1% | +48.6% | -105.7% | -63.0% |
| 3Y | +629.5% | +124.3% | +505.1% | +460.0% |
| 5Y | +147.7% | +159.7% | -11.9% | +83.0% |
| All | +209.1% | +242.0% | -32.9% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling