+653.1%
ASTS vs AME
+58.2%
+594.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.9% | -9.3% | -9.5% |
| 7D | -29.9% | -11.4% | -18.4% | -20.9% |
| 30D | -52.2% | -12.1% | -40.0% | -45.5% |
| 3M | -55.8% | -12.3% | -43.5% | -49.6% |
| 6M | -52.7% | -4.6% | -48.1% | -49.9% |
| YTD | -58.4% | +9.1% | -67.5% | -60.4% |
| 1Y | -57.1% | +13.3% | -70.4% | -60.1% |
| All | +653.1% | +58.2% | +594.9% | +567.4% |
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