+244.8%
ASTS vs AMP
+287.8%
-42.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.0% | -8.8% |
| 7D | -9.3% | +3.3% | -12.7% | -10.4% |
| 30D | -33.9% | +4.2% | -38.1% | -35.1% |
| 3M | -51.0% | -6.4% | -44.6% | -49.8% |
| 6M | -55.1% | +12.4% | -67.5% | -58.0% |
| YTD | -53.6% | +7.4% | -61.1% | -55.5% |
| 1Y | -51.0% | +14.7% | -65.7% | -54.0% |
| 3Y | +681.7% | +60.8% | +620.9% | +553.0% |
| 5Y | +182.4% | +83.4% | +99.0% | +126.8% |
| All | +244.8% | +287.8% | -42.9% | +167.5% |
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