+230.9%
ASTS vs AMGN
+165.5%
+65.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.0% | +7.0% |
| 7D | -21.1% | -1.2% | -19.9% | -20.9% |
| 30D | -46.7% | +11.5% | -58.2% | -47.5% |
| 3M | -52.0% | +14.4% | -66.4% | -53.1% |
| 6M | -54.3% | +40.9% | -95.2% | -57.0% |
| YTD | -55.5% | +43.5% | -99.0% | -58.5% |
| 1Y | -50.5% | +49.9% | -100.4% | -54.3% |
| 3Y | +706.2% | +84.6% | +621.6% | +617.5% |
| 5Y | +165.2% | +151.6% | +13.6% | +128.9% |
| All | +230.9% | +165.5% | +65.4% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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