+1,060.3%
ASTS vs AMIX
-99.9%
+1,160.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -4.1% |
| 7D | -15.8% | -25.1% | +9.3% | -15.3% |
| 30D | -39.0% | -54.5% | +15.5% | -38.1% |
| 3M | -49.3% | -91.7% | +42.4% | -47.2% |
| 6M | -47.9% | -79.4% | +31.5% | -49.1% |
| YTD | -51.0% | -86.1% | +35.1% | -52.0% |
| 1Y | -49.2% | -91.6% | +42.4% | -50.0% |
| All | +1,060.3% | -99.9% | +1,160.2% | +638.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling