+233.7%
ASTS vs AMCR
+27.6%
+206.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | -2.4% | +3.2% | +1.6% |
| 30D | -22.6% | +3.6% | -26.2% | -23.7% |
| 3M | -54.4% | -4.2% | -50.2% | -53.9% |
| 6M | -56.4% | +15.5% | -71.9% | -58.7% |
| YTD | -55.1% | +9.7% | -64.9% | -57.1% |
| 1Y | -46.9% | +8.3% | -55.2% | -49.1% |
| 3Y | +715.0% | +15.4% | +699.6% | +666.7% |
| 5Y | +153.7% | -9.1% | +162.8% | +152.8% |
| All | +233.7% | +27.6% | +206.1% | +232.2% |
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