+537.8%
ASTS vs AMBA
+19.1%
+518.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +7.3% | -11.0% | +18.3% | +12.4% |
| 30D | -8.9% | -23.2% | +14.3% | +1.6% |
| 3M | -41.9% | -12.7% | -29.2% | -40.1% |
| 6M | -40.6% | +11.2% | -51.8% | -44.4% |
| YTD | -14.2% | -11.2% | -3.0% | -12.2% |
| 1Y | +48.9% | -22.5% | +71.4% | +59.3% |
| 3Y | +1,461.7% | -1.3% | +1,463.0% | +1,346.4% |
| 5Y | +404.1% | -54.2% | +458.3% | +434.7% |
| All | +537.8% | +19.1% | +518.7% | +529.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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