-46.9%
ASTS vs MKTX
-0.3%
-46.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -22.6% | +0.9% | -23.6% | -22.8% |
| 3M | -54.4% | +2.6% | -57.0% | -54.7% |
| 6M | -56.4% | +20.4% | -76.8% | -56.7% |
| YTD | -55.1% | -7.1% | -48.1% | -43.5% |
| 1Y | -46.9% | -2.8% | -44.2% | -38.6% |
| All | -46.9% | -0.3% | -46.6% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling