+576.8%
ASTS vs MRK
+120.8%
+456.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.4% | +6.1% |
| 7D | +18.5% | -0.9% | +19.4% | +18.5% |
| 30D | -8.1% | +15.5% | -23.6% | -8.0% |
| 3M | -28.2% | +25.1% | -53.3% | -28.1% |
| 6M | -26.1% | +30.1% | -56.2% | -26.0% |
| YTD | -9.0% | +43.1% | -52.1% | -8.8% |
| 1Y | +62.2% | +82.5% | -20.3% | +63.2% |
| 3Y | +1,621.9% | +49.3% | +1,572.6% | +1,576.1% |
| 5Y | +457.0% | +130.3% | +326.8% | +443.1% |
| All | +576.8% | +120.8% | +456.0% | +558.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling