+209.1%
ASTS vs AMC
-96.6%
+305.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.5% | -2.7% | -14.9% |
| 7D | -29.9% | 0.0% | -29.9% | -29.9% |
| 30D | -52.2% | +4.4% | -56.6% | -52.2% |
| 3M | -55.8% | +15.4% | -71.2% | -56.0% |
| 6M | -52.7% | +93.7% | -146.4% | -53.8% |
| YTD | -58.4% | +97.4% | -155.9% | -59.5% |
| 1Y | -57.1% | +23.2% | -80.3% | -57.7% |
| 3Y | +629.5% | -71.3% | +700.7% | +632.2% |
| 5Y | +147.7% | -99.3% | +247.0% | +149.9% |
| All | +209.1% | -96.6% | +305.8% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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