+62.2%
ASTS vs MRK
+82.3%
-20.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.4% | +6.4% |
| 7D | +18.5% | -0.9% | +19.4% | +18.7% |
| 30D | -8.1% | +15.5% | -23.6% | -10.7% |
| 3M | -28.2% | +25.1% | -53.3% | -32.2% |
| 6M | -26.1% | +30.1% | -56.2% | -30.8% |
| YTD | -9.0% | +43.1% | -52.1% | -18.9% |
| 1Y | +62.2% | +82.5% | -20.3% | +27.3% |
| All | +62.2% | +82.3% | -20.1% | +27.3% |
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