+174.0%
ASTS vs AME
+66.2%
+107.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.5% | +4.4% |
| 7D | -21.1% | -5.2% | -15.9% | -16.1% |
| 30D | -46.7% | -8.0% | -38.7% | -41.4% |
| 3M | -52.0% | -8.9% | -43.1% | -46.7% |
| 6M | -54.3% | -5.0% | -49.3% | -51.4% |
| YTD | -55.5% | +11.9% | -67.4% | -59.5% |
| 1Y | -50.5% | +16.6% | -67.1% | -56.4% |
| 3Y | +706.2% | +62.5% | +643.8% | +387.2% |
| All | +174.0% | +66.2% | +107.7% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling