+1,300.9%
AMD vs ASTS
+264.6%
+1,036.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.6% |
| 7D | -15.5% | -15.8% | +0.3% | -13.3% |
| 30D | -22.6% | -39.0% | +16.4% | -16.9% |
| 3M | -5.7% | -49.3% | +43.6% | +3.6% |
| 6M | +43.1% | -47.9% | +91.1% | +54.6% |
| YTD | +128.2% | -51.0% | +179.2% | +144.7% |
| 1Y | +95.5% | -49.2% | +144.6% | +106.8% |
| 3Y | +335.4% | +760.4% | -424.9% | +189.8% |
| 5Y | +255.5% | +185.6% | +69.8% | +147.4% |
| All | +1,300.9% | +264.6% | +1,036.3% | +883.1% |
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