+264.6%
ASTS vs AMBA
+15.3%
+249.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.4% |
| 7D | -15.8% | -8.1% | -7.7% | -12.8% |
| 30D | -39.0% | -10.8% | -28.3% | -36.3% |
| 3M | -49.3% | -25.9% | -23.4% | -43.1% |
| 6M | -47.9% | -13.9% | -34.1% | -46.3% |
| YTD | -51.0% | -14.0% | -37.0% | -49.5% |
| 1Y | -49.2% | -25.7% | -23.5% | -45.1% |
| 3Y | +760.4% | +21.5% | +738.9% | +643.8% |
| 5Y | +185.6% | -68.9% | +254.6% | +226.2% |
| All | +264.6% | +15.3% | +249.3% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling