+230.9%
ASTS vs MKC
-30.1%
+261.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +6.8% |
| 7D | -21.1% | +2.3% | -23.4% | -20.9% |
| 30D | -46.7% | +8.1% | -54.8% | -46.4% |
| 3M | -52.0% | -6.4% | -45.6% | -52.2% |
| 6M | -54.3% | +1.8% | -56.0% | -54.2% |
| YTD | -55.5% | -26.9% | -28.6% | -56.1% |
| 1Y | -50.5% | -21.7% | -28.8% | -51.2% |
| 3Y | +706.2% | -18.7% | +725.0% | +679.1% |
| 5Y | +165.2% | -32.8% | +198.0% | +160.3% |
| All | +230.9% | -30.1% | +261.0% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling