+253.1%
ASTS vs AME
+173.0%
+80.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.1% |
| 7D | +14.2% | +8.1% | +6.1% | +9.4% |
| 30D | -26.7% | -3.8% | -22.9% | -24.4% |
| 3M | -53.6% | -6.6% | -46.9% | -51.3% |
| 6M | -52.7% | +4.6% | -57.3% | -53.4% |
| YTD | -52.5% | +17.9% | -70.4% | -55.7% |
| 1Y | -46.5% | +23.2% | -69.7% | -51.0% |
| 3Y | +700.5% | +62.9% | +637.5% | +545.8% |
| 5Y | +168.5% | +77.5% | +91.0% | +107.5% |
| All | +253.1% | +173.0% | +80.2% | +169.5% |
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