-46.5%
ASTS vs MRK
+65.5%
-112.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.8% |
| 7D | +14.2% | 0.0% | +14.2% | +14.3% |
| 30D | -26.7% | +3.5% | -30.2% | -27.0% |
| 3M | -53.6% | +11.2% | -64.8% | -53.8% |
| 6M | -52.7% | +32.5% | -85.2% | -54.9% |
| YTD | -52.5% | +42.5% | -95.0% | -55.8% |
| 1Y | -46.5% | +65.4% | -111.9% | -53.5% |
| All | -46.5% | +65.5% | -112.0% | -53.5% |
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