+1,187.0%
AMD vs ASTS
+230.9%
+956.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.1% | +4.0% | +10.0% |
| 7D | -11.0% | -21.1% | +10.0% | -7.6% |
| 30D | -30.5% | -46.7% | +16.2% | -23.6% |
| 3M | -8.2% | -52.0% | +43.8% | +2.0% |
| 6M | +6.6% | -54.3% | +60.8% | +17.6% |
| YTD | +109.7% | -55.5% | +165.2% | +128.8% |
| 1Y | +88.9% | -50.5% | +139.4% | +101.5% |
| 3Y | +301.8% | +706.2% | -404.4% | +170.8% |
| 5Y | +229.4% | +165.2% | +64.1% | +132.9% |
| All | +1,187.0% | +230.9% | +956.1% | +819.2% |
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