+715.0%
ASTS vs AME
+64.2%
+650.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -6.0% | -5.9% |
| 7D | +0.8% | +5.9% | -5.0% | -4.4% |
| 30D | -22.6% | -1.9% | -20.7% | -20.5% |
| 3M | -54.4% | -5.4% | -49.0% | -51.6% |
| 6M | -56.4% | +4.9% | -61.4% | -57.8% |
| YTD | -55.1% | +18.5% | -73.6% | -60.5% |
| 1Y | -46.9% | +25.5% | -72.4% | -55.0% |
| 3Y | +715.0% | +63.0% | +652.0% | +559.2% |
| All | +715.0% | +64.2% | +650.8% | +559.2% |
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 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