+62.2%
ASTS vs MULL
+2,469.6%
-2,407.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.0% | +9.1% | +6.8% |
| 7D | +18.5% | +14.0% | +4.5% | +14.9% |
| 30D | -8.1% | +24.8% | -32.9% | -13.1% |
| 3M | -28.2% | -16.1% | -12.1% | -32.5% |
| 6M | -26.1% | +330.9% | -357.0% | -57.8% |
| YTD | -9.0% | +545.0% | -554.0% | -56.0% |
| 1Y | +62.2% | +2,427.1% | -2,365.0% | -44.0% |
| All | +62.2% | +2,469.6% | -2,407.4% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling