+1,998.0%
ASTS vs AMDL
+95.0%
+1,903.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -2.6% |
| 7D | +7.3% | +4.5% | +2.8% | +5.7% |
| 30D | -8.9% | -4.4% | -4.5% | -8.3% |
| 3M | -41.9% | -30.5% | -11.4% | -38.8% |
| 6M | -40.6% | +300.9% | -341.5% | -65.5% |
| YTD | -14.2% | +219.9% | -234.1% | -48.6% |
| 1Y | +48.9% | +374.7% | -325.9% | -25.6% |
| All | +1,998.0% | +95.0% | +1,903.0% | +945.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling