+95.5%
AMD vs ASTS
-47.5%
+142.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +2.1% |
| 7D | -15.5% | -15.8% | +0.3% | -11.3% |
| 30D | -22.6% | -39.0% | +16.4% | -12.0% |
| 3M | -5.7% | -49.3% | +43.6% | +11.7% |
| 6M | +43.1% | -47.9% | +91.1% | +62.4% |
| YTD | +128.2% | -51.0% | +179.2% | +157.9% |
| 1Y | +95.5% | -49.2% | +144.6% | +117.7% |
| All | +95.5% | -47.5% | +142.9% | +117.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling