-54.3%
ASTS vs AME
-4.0%
-50.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.5% | +3.9% |
| 7D | -21.1% | -5.2% | -15.9% | -15.6% |
| 30D | -46.7% | -8.0% | -38.7% | -40.9% |
| 3M | -52.0% | -8.9% | -43.1% | -45.9% |
| 6M | -54.3% | -5.0% | -49.3% | -47.6% |
| All | -54.3% | -4.0% | -50.2% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling