+174.0%
ASTS vs AMCR
-4.7%
+178.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +8.3% |
| 7D | -21.1% | -5.3% | -15.8% | -18.7% |
| 30D | -46.7% | +8.7% | -55.4% | -49.6% |
| 3M | -52.0% | -3.3% | -48.7% | -51.2% |
| 6M | -54.3% | +15.1% | -69.3% | -58.7% |
| YTD | -55.5% | +12.4% | -67.9% | -60.2% |
| 1Y | -50.5% | +15.8% | -66.3% | -56.8% |
| 3Y | +706.2% | +16.7% | +689.5% | +562.4% |
| All | +174.0% | -4.7% | +178.6% | +156.7% |
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