+537.8%
ASTS vs MCK
+609.4%
-71.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.3% |
| 7D | +7.3% | +1.7% | +5.6% | +7.4% |
| 30D | -8.9% | +3.6% | -12.5% | -8.8% |
| 3M | -41.9% | +20.1% | -62.0% | -42.1% |
| 6M | -40.6% | -7.0% | -33.6% | -39.8% |
| YTD | -14.2% | +11.0% | -25.2% | -13.8% |
| 1Y | +48.9% | +31.8% | +17.0% | +47.6% |
| 3Y | +1,461.7% | +123.1% | +1,338.5% | +1,361.2% |
| 5Y | +404.1% | +351.7% | +52.5% | +332.2% |
| All | +537.8% | +609.4% | -71.7% | +426.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling