+431.2%
ASTS vs MTB
+101.8%
+329.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.7% | +5.6% | +6.2% |
| 30D | -8.9% | -4.2% | -4.7% | -6.3% |
| 3M | -41.9% | +8.9% | -50.8% | -45.8% |
| 6M | -40.6% | +10.9% | -51.5% | -45.1% |
| YTD | -14.2% | +21.5% | -35.7% | -25.5% |
| 1Y | +48.9% | +21.9% | +26.9% | +28.9% |
| 3Y | +1,461.7% | +109.2% | +1,352.4% | +805.0% |
| All | +431.2% | +101.8% | +329.4% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling