+174.0%
ASTS vs MRK
+112.6%
+61.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | -21.1% | -1.9% | -19.2% | -21.0% |
| 30D | -46.7% | +2.8% | -49.5% | -46.7% |
| 3M | -52.0% | +15.0% | -67.0% | -52.0% |
| 6M | -54.3% | +30.9% | -85.2% | -54.5% |
| YTD | -55.5% | +42.3% | -97.8% | -55.7% |
| 1Y | -50.5% | +76.1% | -126.6% | -50.6% |
| 3Y | +706.2% | +54.1% | +652.1% | +646.9% |
| All | +174.0% | +112.6% | +61.3% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling