+209.1%
ASTS vs MET
+169.1%
+40.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.1% | -12.2% | -14.1% |
| 7D | -29.9% | -0.5% | -29.4% | -29.7% |
| 30D | -52.2% | +3.3% | -55.4% | -52.8% |
| 3M | -55.8% | +4.2% | -60.1% | -56.7% |
| 6M | -52.7% | +27.3% | -80.0% | -57.4% |
| YTD | -58.4% | +29.8% | -88.2% | -62.8% |
| 1Y | -57.1% | +30.2% | -87.3% | -61.6% |
| 3Y | +629.5% | +77.6% | +551.9% | +491.8% |
| 5Y | +147.7% | +82.3% | +65.5% | +102.8% |
| All | +209.1% | +169.1% | +40.0% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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