+538.9%
ASTS vs MKTX
-52.6%
+591.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | -9.2% | +1.0% | -10.2% | -9.4% |
| 3M | -29.6% | +40.8% | -70.4% | -33.4% |
| 6M | -30.5% | -10.9% | -19.6% | -29.4% |
| YTD | -14.1% | -8.6% | -5.5% | -13.2% |
| 1Y | +69.1% | -11.6% | +80.7% | +71.3% |
| 3Y | +1,525.5% | -24.5% | +1,550.1% | +1,552.1% |
| 5Y | +425.9% | -60.7% | +486.6% | +466.6% |
| All | +538.9% | -52.6% | +591.5% | +581.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling