+230.9%
ASTS vs AMP
+272.7%
-41.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.7% |
| 7D | -21.1% | +2.2% | -23.3% | -21.9% |
| 30D | -46.7% | +2.2% | -48.9% | -47.3% |
| 3M | -52.0% | -10.4% | -41.6% | -50.0% |
| 6M | -54.3% | +5.8% | -60.1% | -56.1% |
| YTD | -55.5% | +3.3% | -58.8% | -56.7% |
| 1Y | -50.5% | +11.1% | -61.5% | -53.0% |
| 3Y | +706.2% | +56.0% | +650.2% | +581.7% |
| 5Y | +165.2% | +76.1% | +89.2% | +116.3% |
| All | +230.9% | +272.7% | -41.8% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling