+244.8%
ASTS vs AMCR
+31.6%
+213.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.7% |
| 7D | -9.3% | -3.8% | -5.5% | -8.0% |
| 30D | -33.9% | +8.3% | -42.2% | -35.7% |
| 3M | -51.0% | -2.7% | -48.3% | -50.7% |
| 6M | -55.1% | +16.7% | -71.8% | -57.5% |
| YTD | -53.6% | +13.2% | -66.8% | -56.1% |
| 1Y | -51.0% | +13.7% | -64.7% | -53.7% |
| 3Y | +681.7% | +17.4% | +664.2% | +631.3% |
| 5Y | +182.4% | -5.9% | +188.3% | +178.7% |
| All | +244.8% | +31.6% | +213.2% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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