-40.6%
ASTS vs AMP
+20.3%
-60.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.2% |
| 7D | +7.3% | +0.2% | +7.1% | +7.0% |
| 30D | -8.9% | -0.1% | -8.8% | -9.2% |
| 3M | -41.9% | +23.6% | -65.5% | -39.3% |
| 6M | -40.6% | +20.4% | -61.0% | -33.3% |
| All | -40.6% | +20.3% | -60.9% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling