+1,505.9%
ASTS vs MMM
+105.0%
+1,401.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +7.3% | -3.3% | +10.7% | +9.7% |
| 30D | -8.9% | -7.0% | -1.9% | -4.4% |
| 3M | -41.9% | +10.8% | -52.7% | -46.2% |
| 6M | -40.6% | +5.8% | -46.4% | -43.0% |
| YTD | -14.2% | +6.8% | -21.0% | -18.9% |
| 1Y | +48.9% | +10.4% | +38.5% | +37.1% |
| All | +1,505.9% | +105.0% | +1,401.0% | +787.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling