+815.5%
ASTS vs MTB
+105.4%
+710.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.8% |
| 7D | +2.8% | -2.0% | +4.8% | +4.2% |
| 30D | -28.8% | +0.1% | -29.0% | -28.7% |
| 3M | -48.9% | -12.1% | -36.8% | -45.4% |
| 6M | -55.6% | +7.3% | -62.9% | -57.8% |
| YTD | -49.6% | +11.5% | -61.1% | -52.9% |
| 1Y | -46.1% | +21.3% | -67.3% | -51.5% |
| All | +815.5% | +105.4% | +710.1% | +582.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling