+244.8%
ASTS vs MMM
+73.1%
+171.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -8.9% |
| 7D | -9.3% | +7.0% | -16.3% | -12.3% |
| 30D | -33.9% | +18.4% | -52.3% | -39.4% |
| 3M | -51.0% | +4.5% | -55.5% | -52.2% |
| 6M | -55.1% | +33.4% | -88.5% | -61.3% |
| YTD | -53.6% | +20.0% | -73.6% | -58.0% |
| 1Y | -51.0% | +15.0% | -66.0% | -54.7% |
| 3Y | +681.7% | +165.0% | +516.7% | +410.5% |
| 5Y | +182.4% | +47.9% | +134.5% | +105.9% |
| All | +244.8% | +73.1% | +171.8% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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