+168.5%
ASTS vs MTB
+61.4%
+107.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | +14.2% | 0.0% | +14.2% | +14.4% |
| 30D | -26.7% | +0.8% | -27.5% | -26.9% |
| 3M | -53.6% | -12.8% | -40.8% | -49.1% |
| 6M | -52.7% | +6.7% | -59.4% | -55.3% |
| YTD | -52.5% | +11.3% | -63.8% | -56.3% |
| 1Y | -46.5% | +20.2% | -66.7% | -53.1% |
| 3Y | +700.5% | +103.8% | +596.7% | +362.5% |
| 5Y | +168.5% | +60.9% | +107.6% | +92.4% |
| All | +168.5% | +61.4% | +107.1% | +92.4% |
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 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