+1,504.6%
ASTS vs MCK
+114.8%
+1,389.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.5% |
| 7D | 0.0% | -3.6% | +3.6% | -0.8% |
| 30D | -9.2% | +1.4% | -10.7% | -8.8% |
| 3M | -29.6% | +13.8% | -43.5% | -26.9% |
| 6M | -30.5% | -5.2% | -25.3% | -28.7% |
| YTD | -14.1% | +9.0% | -23.1% | -9.0% |
| 1Y | +69.1% | +26.9% | +42.2% | +81.7% |
| All | +1,504.6% | +114.8% | +1,389.9% | +2,305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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