+1,505.9%
ASTS vs MRK
+50.6%
+1,455.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | +7.3% | +1.3% | +6.0% | +7.4% |
| 30D | -8.9% | +17.1% | -26.0% | -8.4% |
| 3M | -41.9% | +25.9% | -67.8% | -41.5% |
| 6M | -40.6% | +26.8% | -67.4% | -40.2% |
| YTD | -14.2% | +44.9% | -59.1% | -13.1% |
| 1Y | +48.9% | +84.8% | -36.0% | +53.2% |
| All | +1,505.9% | +50.6% | +1,455.3% | +1,350.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling