-51.0%
ASTS vs MMM
+16.9%
-67.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -8.8% |
| 7D | -9.3% | +7.0% | -16.3% | -11.4% |
| 30D | -33.9% | +18.4% | -52.3% | -38.9% |
| 3M | -51.0% | +4.5% | -55.5% | -51.4% |
| 6M | -55.1% | +33.4% | -88.5% | -62.1% |
| YTD | -53.6% | +20.0% | -73.6% | -59.8% |
| 1Y | -51.0% | +15.0% | -66.0% | -55.4% |
| All | -51.0% | +16.9% | -67.8% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling