+203.0%
AMAT vs ASTS
+1,473.5%
-1,270.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | -1.5% | +7.3% | -8.8% | -2.4% |
| 30D | -14.8% | -8.9% | -5.9% | -14.0% |
| 3M | -9.3% | -41.9% | +32.7% | -4.7% |
| 6M | +27.4% | -40.6% | +68.0% | +31.9% |
| YTD | +77.6% | -14.2% | +91.8% | +76.5% |
| 1Y | +188.9% | +48.9% | +140.1% | +171.9% |
| All | +203.0% | +1,473.5% | -1,270.4% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling