+230.9%
ASTS vs MTB
+72.1%
+158.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.4% |
| 7D | -21.1% | -1.3% | -19.7% | -20.7% |
| 30D | -46.7% | +0.5% | -47.2% | -46.8% |
| 3M | -52.0% | -12.4% | -39.6% | -49.8% |
| 6M | -54.3% | +1.5% | -55.8% | -54.8% |
| YTD | -55.5% | +10.3% | -65.8% | -57.1% |
| 1Y | -50.5% | +22.2% | -72.7% | -53.7% |
| 3Y | +706.2% | +96.9% | +609.3% | +550.8% |
| 5Y | +165.2% | +64.3% | +100.9% | +128.5% |
| All | +230.9% | +72.1% | +158.8% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling