-55.8%
ASTS vs AMIX
-88.8%
+33.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.6% | -9.6% | -15.1% |
| 7D | -29.9% | -25.5% | -4.4% | -29.9% |
| 30D | -52.2% | -56.2% | +4.0% | -53.0% |
| 3M | -55.8% | -87.4% | +31.6% | -60.2% |
| All | -55.8% | -88.8% | +33.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 3mo: compounded portfolio wealth divided by compounded AMIX 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…
3mo analysis · Full analysis span regression · Available span rolling