+576.8%
ASTS vs AMCR
+25.2%
+551.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.7% |
| 7D | +18.5% | -1.8% | +20.3% | +19.2% |
| 30D | -8.1% | -6.0% | -2.1% | -6.3% |
| 3M | -28.2% | +18.9% | -47.1% | -32.5% |
| 6M | -26.1% | +5.7% | -31.8% | -27.9% |
| YTD | -9.0% | +11.1% | -20.1% | -13.1% |
| 1Y | +62.2% | +12.7% | +49.5% | +53.5% |
| 3Y | +1,621.9% | +9.6% | +1,612.3% | +1,547.0% |
| 5Y | +457.0% | -10.3% | +467.4% | +459.3% |
| All | +576.8% | +25.2% | +551.5% | +578.9% |
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