+277.6%
ASTS vs AME
+169.8%
+107.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.2% | +9.9% | +11.6% |
| 7D | +1.5% | -1.5% | +3.1% | +3.1% |
| 30D | -27.6% | -4.2% | -23.5% | -25.2% |
| 3M | -48.7% | -5.9% | -42.8% | -46.4% |
| 6M | -50.8% | +2.8% | -53.7% | -51.1% |
| YTD | -49.2% | +16.6% | -65.8% | -52.3% |
| 1Y | -46.7% | +22.1% | -68.8% | -50.8% |
| 3Y | +793.2% | +64.7% | +728.5% | +619.1% |
| 5Y | +195.6% | +76.6% | +119.0% | +129.8% |
| All | +277.6% | +169.8% | +107.8% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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