+230.9%
ASTS vs AME
+159.0%
+71.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.5% | +5.6% |
| 7D | -21.1% | -5.2% | -15.9% | -18.2% |
| 30D | -46.7% | -8.0% | -38.7% | -43.7% |
| 3M | -52.0% | -8.9% | -43.1% | -48.9% |
| 6M | -54.3% | -5.0% | -49.3% | -52.5% |
| YTD | -55.5% | +11.9% | -67.4% | -57.3% |
| 1Y | -50.5% | +16.6% | -67.1% | -53.2% |
| 3Y | +706.2% | +62.5% | +643.8% | +556.0% |
| 5Y | +165.2% | +67.6% | +97.6% | +111.1% |
| All | +230.9% | +159.0% | +71.9% | +160.0% |
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