+230.9%
ASTS vs AMCR
+30.7%
+200.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +7.7% |
| 7D | -21.1% | -5.3% | -15.8% | -19.8% |
| 30D | -46.7% | +8.7% | -55.4% | -48.2% |
| 3M | -52.0% | -3.3% | -48.7% | -51.6% |
| 6M | -54.3% | +15.1% | -69.3% | -56.5% |
| YTD | -55.5% | +12.4% | -67.9% | -57.7% |
| 1Y | -50.5% | +15.8% | -66.3% | -53.5% |
| 3Y | +706.2% | +16.7% | +689.5% | +655.6% |
| 5Y | +165.2% | -5.1% | +170.3% | +162.4% |
| All | +230.9% | +30.7% | +200.2% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling