+537.8%
ASTS vs MMM
+54.0%
+483.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +7.3% | -3.3% | +10.7% | +9.1% |
| 30D | -8.9% | -7.0% | -1.9% | -5.6% |
| 3M | -41.9% | +10.8% | -52.7% | -45.1% |
| 6M | -40.6% | +5.8% | -46.4% | -42.3% |
| YTD | -14.2% | +6.8% | -21.0% | -17.4% |
| 1Y | +48.9% | +10.4% | +38.5% | +40.7% |
| 3Y | +1,461.7% | +104.7% | +1,357.0% | +1,035.9% |
| 5Y | +404.1% | +23.6% | +380.6% | +291.1% |
| All | +537.8% | +54.0% | +483.7% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling