+169.4%
AMAT vs ASTS
+768.8%
-599.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.8% |
| 7D | -11.2% | -15.8% | +4.6% | -9.4% |
| 30D | -31.9% | -39.0% | +7.2% | -28.0% |
| 3M | -32.3% | -49.3% | +17.0% | -27.1% |
| 6M | -5.4% | -47.9% | +42.5% | +0.6% |
| YTD | +44.3% | -51.0% | +95.2% | +52.6% |
| 1Y | +61.4% | -49.2% | +110.5% | +68.9% |
| All | +169.4% | +768.8% | -599.4% | +149.0% |
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