-49.2%
ASTS vs MRK
+87.2%
-136.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.1% | -4.5% |
| 7D | -15.8% | +6.7% | -22.5% | -16.4% |
| 30D | -39.0% | +7.8% | -46.8% | -39.6% |
| 3M | -49.3% | +18.2% | -67.5% | -49.9% |
| 6M | -47.9% | +34.7% | -82.6% | -49.8% |
| YTD | -51.0% | +45.8% | -96.8% | -53.2% |
| 1Y | -49.2% | +84.6% | -133.7% | -57.7% |
| All | -49.2% | +87.2% | -136.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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