+230.9%
ASTS vs MMM
+69.2%
+161.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.4% | +7.7% |
| 7D | -21.1% | +6.2% | -27.3% | -23.6% |
| 30D | -46.7% | +14.2% | -60.9% | -50.3% |
| 3M | -52.0% | +2.9% | -54.9% | -52.9% |
| 6M | -54.3% | +27.6% | -81.8% | -59.7% |
| YTD | -55.5% | +17.3% | -72.8% | -59.3% |
| 1Y | -50.5% | +15.1% | -65.6% | -54.3% |
| 3Y | +706.2% | +157.1% | +549.1% | +433.1% |
| 5Y | +165.2% | +45.1% | +120.1% | +95.2% |
| All | +230.9% | +69.2% | +161.7% | +141.8% |
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