+537.8%
ASTS vs MET
+161.8%
+376.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +7.3% | +1.2% | +6.2% | +6.9% |
| 30D | -8.9% | +1.4% | -10.3% | -9.5% |
| 3M | -41.9% | +17.7% | -59.6% | -45.9% |
| 6M | -40.6% | +35.0% | -75.6% | -47.5% |
| YTD | -14.2% | +26.3% | -40.5% | -22.3% |
| 1Y | +48.9% | +22.8% | +26.0% | +36.6% |
| 3Y | +1,461.7% | +65.9% | +1,395.7% | +1,200.2% |
| 5Y | +404.1% | +85.4% | +318.8% | +316.3% |
| All | +537.8% | +161.8% | +376.0% | +411.1% |
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