+537.8%
ASTS vs MKC
-25.6%
+563.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.2% |
| 7D | +7.3% | -5.9% | +13.2% | +6.9% |
| 30D | -8.9% | -0.9% | -8.0% | -8.9% |
| 3M | -41.9% | +12.7% | -54.6% | -41.5% |
| 6M | -40.6% | -19.3% | -21.3% | -41.1% |
| YTD | -14.2% | -22.2% | +7.9% | -15.1% |
| 1Y | +48.9% | -23.3% | +72.2% | +47.5% |
| 3Y | +1,461.7% | -30.0% | +1,491.6% | +1,437.5% |
| 5Y | +404.1% | -33.8% | +437.9% | +395.2% |
| All | +537.8% | -25.6% | +563.3% | +518.4% |
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