+513.5%
AMAT vs ASTS
+209.1%
+304.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -15.2% | +1.6% | -11.6% |
| 7D | -24.3% | -29.9% | +5.6% | -20.6% |
| 30D | -39.8% | -52.2% | +12.4% | -33.9% |
| 3M | -40.2% | -55.8% | +15.7% | -33.9% |
| 6M | -22.1% | -52.7% | +30.6% | -15.6% |
| YTD | +24.7% | -58.4% | +83.1% | +34.9% |
| 1Y | +33.3% | -57.1% | +90.4% | +42.4% |
| 3Y | +133.9% | +629.5% | -495.6% | +65.3% |
| 5Y | +117.1% | +147.7% | -30.7% | +60.1% |
| All | +513.5% | +209.1% | +304.4% | +298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling