+230.9%
ASTS vs MET
+165.1%
+65.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.5% | +7.6% |
| 7D | -21.1% | -1.2% | -19.9% | -20.7% |
| 30D | -46.7% | +3.2% | -49.9% | -47.4% |
| 3M | -52.0% | -1.1% | -50.9% | -52.0% |
| 6M | -54.3% | +25.0% | -79.3% | -58.5% |
| YTD | -55.5% | +27.9% | -83.4% | -60.0% |
| 1Y | -50.5% | +32.9% | -83.3% | -56.0% |
| 3Y | +706.2% | +78.8% | +627.4% | +552.9% |
| 5Y | +165.2% | +79.6% | +85.6% | +118.2% |
| All | +230.9% | +165.1% | +65.8% | +163.2% |
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