+69.1%
ASTS vs MKTX
-11.2%
+80.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.3% |
| 3M | -29.6% | +40.8% | -70.4% | -30.7% |
| 6M | -30.5% | -10.9% | -19.6% | -27.8% |
| YTD | -14.1% | -8.6% | -5.5% | -7.9% |
| 1Y | +69.1% | -11.6% | +80.7% | +58.1% |
| All | +69.1% | -11.2% | +80.3% | +58.1% |
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