+1,505.9%
ASTS vs MKC
-29.9%
+1,535.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | 0.0% |
| 7D | +7.3% | -5.9% | +13.2% | +5.7% |
| 30D | -8.9% | -0.9% | -8.0% | -9.0% |
| 3M | -41.9% | +12.7% | -54.6% | -40.0% |
| 6M | -40.6% | -19.3% | -21.3% | -43.5% |
| YTD | -14.2% | -22.2% | +7.9% | -18.7% |
| 1Y | +48.9% | -23.3% | +72.2% | +41.6% |
| All | +1,505.9% | -29.9% | +1,535.8% | +1,355.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling