+277.6%
ASTS vs AMP
+286.5%
-9.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.7% | +10.4% | +12.5% |
| 7D | +1.5% | +3.1% | -1.6% | +0.4% |
| 30D | -27.6% | +3.9% | -31.5% | -28.8% |
| 3M | -48.7% | -5.8% | -42.9% | -47.6% |
| 6M | -50.8% | +12.1% | -62.9% | -53.9% |
| YTD | -49.2% | +7.1% | -56.3% | -51.2% |
| 1Y | -46.7% | +14.2% | -60.9% | -49.9% |
| 3Y | +793.2% | +62.5% | +730.7% | +643.9% |
| 5Y | +195.6% | +82.6% | +113.0% | +137.8% |
| All | +277.6% | +286.5% | -9.0% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling