+653.1%
ASTS vs MMM
+159.9%
+493.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -13.4% |
| 7D | -29.9% | +5.9% | -35.8% | -32.4% |
| 30D | -52.2% | +14.7% | -66.9% | -56.2% |
| 3M | -55.8% | +3.6% | -59.4% | -56.9% |
| 6M | -52.7% | +32.7% | -85.4% | -60.7% |
| YTD | -58.4% | +18.9% | -77.4% | -63.3% |
| 1Y | -57.1% | +16.4% | -73.5% | -61.6% |
| All | +653.1% | +159.9% | +493.2% | +334.5% |
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 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