+706.2%
ASTS vs MTB
+95.2%
+611.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.5% |
| 7D | -21.1% | -1.3% | -19.7% | -20.5% |
| 30D | -46.7% | +0.5% | -47.2% | -46.8% |
| 3M | -52.0% | -12.4% | -39.6% | -48.7% |
| 6M | -54.3% | +1.5% | -55.8% | -55.3% |
| YTD | -55.5% | +10.3% | -65.8% | -58.3% |
| 1Y | -50.5% | +22.2% | -72.7% | -55.7% |
| 3Y | +706.2% | +96.9% | +609.3% | +499.7% |
| All | +706.2% | +95.2% | +611.0% | +499.7% |
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