+539.4%
AMAT vs ASTS
+230.9%
+308.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.8% | +3.3% |
| 7D | -14.7% | -21.1% | +6.4% | -12.0% |
| 30D | -36.1% | -46.7% | +10.6% | -30.8% |
| 3M | -36.9% | -52.0% | +15.1% | -31.0% |
| 6M | -22.2% | -54.3% | +32.1% | -15.4% |
| YTD | +29.9% | -55.5% | +85.4% | +39.3% |
| 1Y | +43.3% | -50.5% | +93.7% | +50.4% |
| 3Y | +142.7% | +706.2% | -563.6% | +69.3% |
| 5Y | +126.2% | +165.2% | -39.0% | +65.4% |
| All | +539.4% | +230.9% | +308.5% | +311.3% |
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