+1,505.9%
ASTS vs AME
+50.7%
+1,455.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -1.1% |
| 7D | +7.3% | +0.6% | +6.7% | +6.8% |
| 30D | -8.9% | -6.7% | -2.2% | -2.7% |
| 3M | -41.9% | +4.1% | -46.0% | -44.0% |
| 6M | -40.6% | +1.6% | -42.2% | -41.4% |
| YTD | -14.2% | +16.1% | -30.4% | -24.2% |
| 1Y | +48.9% | +27.3% | +21.5% | +23.3% |
| All | +1,505.9% | +50.7% | +1,455.2% | +920.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling