-46.5%
ASTS vs MKC
-27.0%
-19.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -6.3% |
| 7D | +14.2% | -7.3% | +21.5% | +10.1% |
| 30D | -26.7% | +4.0% | -30.7% | -25.1% |
| 3M | -53.6% | -11.5% | -42.1% | -56.2% |
| 6M | -52.7% | +1.1% | -53.8% | -51.9% |
| YTD | -52.5% | -29.9% | -22.6% | -66.5% |
| 1Y | -46.5% | -27.0% | -19.5% | -59.7% |
| All | -46.5% | -27.0% | -19.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling