+1,133.0%
ASTS vs AMDL
+119.6%
+1,013.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +14.3% | -5.6% | +4.1% |
| 7D | +2.8% | +18.5% | -15.7% | -4.8% |
| 30D | -28.8% | -24.2% | -4.6% | -25.3% |
| 3M | -48.9% | +11.5% | -60.4% | -53.2% |
| 6M | -55.6% | -1.0% | -54.6% | -60.4% |
| YTD | -49.6% | +260.3% | -309.8% | -72.3% |
| 1Y | -46.1% | +178.2% | -224.2% | -68.3% |
| All | +1,133.0% | +119.6% | +1,013.4% | +464.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling