+431.2%
ASTS vs AMCR
-8.5%
+439.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +7.3% | -1.9% | +9.2% | +8.6% |
| 30D | -8.9% | -4.1% | -4.8% | -6.6% |
| 3M | -41.9% | +21.7% | -63.6% | -49.2% |
| 6M | -40.6% | +1.5% | -42.1% | -41.8% |
| YTD | -14.2% | +13.1% | -27.3% | -22.9% |
| 1Y | +48.9% | +13.0% | +35.9% | +32.6% |
| 3Y | +1,461.7% | +6.9% | +1,454.7% | +1,296.8% |
| All | +431.2% | -8.5% | +439.8% | +415.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling