+1,061.6%
ASTS vs AMDL
+145.7%
+915.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +11.9% | -17.7% | -9.6% |
| 7D | +14.2% | +103.5% | -89.3% | -10.3% |
| 30D | -26.7% | -18.3% | -8.4% | -25.2% |
| 3M | -53.6% | +20.1% | -73.6% | -58.7% |
| 6M | -52.7% | +15.9% | -68.6% | -60.1% |
| YTD | -52.5% | +303.0% | -355.5% | -74.9% |
| 1Y | -46.5% | +164.0% | -210.5% | -68.0% |
| All | +1,061.6% | +145.7% | +915.9% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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