+715.0%
ASTS vs AMCR
+14.2%
+700.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | -2.4% | +3.2% | +1.7% |
| 30D | -22.6% | +3.6% | -26.2% | -23.9% |
| 3M | -54.4% | -4.2% | -50.2% | -53.8% |
| 6M | -56.4% | +15.5% | -71.9% | -59.3% |
| YTD | -55.1% | +9.7% | -64.9% | -58.0% |
| 1Y | -46.9% | +8.3% | -55.2% | -50.2% |
| 3Y | +715.0% | +15.4% | +699.6% | +600.0% |
| All | +715.0% | +14.2% | +700.8% | +600.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling