+1,268.8%
AMD vs ASTS
+537.8%
+731.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.7% |
| 7D | +2.6% | +7.3% | -4.8% | +1.4% |
| 30D | -0.9% | -8.9% | +7.9% | +0.1% |
| 3M | -8.7% | -41.9% | +33.2% | -2.7% |
| 6M | +136.3% | -40.6% | +176.9% | +147.8% |
| YTD | +123.0% | -14.2% | +137.2% | +120.8% |
| 1Y | +195.2% | +48.9% | +146.3% | +169.9% |
| 3Y | +336.3% | +1,461.7% | -1,125.3% | +164.4% |
| 5Y | +334.5% | +404.1% | -69.7% | +178.6% |
| All | +1,268.8% | +537.8% | +731.0% | +787.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling