+576.8%
ASTS vs AMP
+313.7%
+263.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.4% |
| 7D | +18.5% | +2.6% | +15.9% | +17.2% |
| 30D | -8.1% | +0.8% | -8.9% | -8.4% |
| 3M | -28.2% | +24.3% | -52.4% | -35.2% |
| 6M | -26.1% | +20.6% | -46.7% | -32.5% |
| YTD | -9.0% | +14.6% | -23.6% | -14.8% |
| 1Y | +62.2% | +14.5% | +47.6% | +52.5% |
| 3Y | +1,621.9% | +67.9% | +1,553.9% | +1,318.4% |
| 5Y | +457.0% | +122.5% | +334.5% | +331.4% |
| All | +576.8% | +313.7% | +263.0% | +412.4% |
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