+537.8%
ASTS vs AME
+168.8%
+368.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | +7.3% | +0.6% | +6.7% | +7.0% |
| 30D | -8.9% | -6.7% | -2.2% | -5.2% |
| 3M | -41.9% | +4.1% | -46.0% | -43.1% |
| 6M | -40.6% | +1.6% | -42.2% | -40.9% |
| YTD | -14.2% | +16.1% | -30.4% | -20.0% |
| 1Y | +48.9% | +27.3% | +21.5% | +33.2% |
| 3Y | +1,461.7% | +50.9% | +1,410.8% | +1,192.7% |
| 5Y | +404.1% | +81.4% | +322.8% | +287.5% |
| All | +537.8% | +168.8% | +368.9% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling