+50.9%
ASTS vs MULL
+1,351.1%
-1,300.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +24.0% | -15.3% | +2.4% |
| 7D | +2.8% | -2.5% | +5.4% | +2.3% |
| 30D | -28.8% | -40.1% | +11.2% | -20.3% |
| 3M | -48.9% | -28.2% | -20.7% | -46.3% |
| 6M | -55.6% | -39.6% | -16.1% | -58.1% |
| YTD | -49.6% | +262.6% | -312.2% | -73.8% |
| 1Y | -46.1% | +366.2% | -412.3% | -74.4% |
| All | +50.9% | +1,351.1% | -1,300.2% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling