+331.1%
AMD vs ASTS
+1,473.5%
-1,142.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.7% |
| 7D | +2.6% | +7.3% | -4.8% | +1.5% |
| 30D | -0.9% | -8.9% | +7.9% | 0.0% |
| 3M | -8.7% | -41.9% | +33.2% | -3.5% |
| 6M | +136.3% | -40.6% | +176.9% | +145.8% |
| YTD | +123.0% | -14.2% | +137.2% | +122.1% |
| 1Y | +195.2% | +48.9% | +146.3% | +178.3% |
| All | +331.1% | +1,473.5% | -1,142.4% | +263.2% |
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 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