+1,059.1%
AMD vs ASTS
+209.1%
+850.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -15.2% | -2.0% | -15.0% |
| 7D | -28.6% | -29.9% | +1.3% | -24.5% |
| 30D | -37.7% | -52.2% | +14.4% | -30.5% |
| 3M | -16.1% | -55.8% | +39.7% | -5.6% |
| 6M | +13.8% | -52.7% | +66.5% | +25.4% |
| YTD | +88.8% | -58.4% | +147.3% | +108.1% |
| 1Y | +57.8% | -57.1% | +114.9% | +71.6% |
| 3Y | +260.3% | +629.5% | -369.2% | +146.4% |
| 5Y | +196.6% | +147.7% | +48.9% | +111.8% |
| All | +1,059.1% | +209.1% | +850.0% | +735.9% |
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