+576.8%
ASTS vs MTB
+88.4%
+488.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.3% |
| 7D | +18.5% | +2.8% | +15.7% | +17.4% |
| 30D | -8.1% | -4.2% | -3.9% | -6.8% |
| 3M | -28.2% | +7.8% | -36.0% | -30.4% |
| 6M | -26.1% | +14.8% | -40.9% | -29.8% |
| YTD | -9.0% | +20.8% | -29.7% | -14.9% |
| 1Y | +62.2% | +23.1% | +39.1% | +50.7% |
| 3Y | +1,621.9% | +114.8% | +1,507.0% | +1,253.0% |
| 5Y | +457.0% | +103.3% | +353.8% | +362.2% |
| All | +576.8% | +88.4% | +488.3% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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