+537.8%
ASTS vs AMP
+316.6%
+221.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +7.3% | +0.2% | +7.1% | +7.3% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -41.9% | +23.6% | -65.5% | -47.4% |
| 6M | -40.6% | +20.4% | -61.0% | -45.7% |
| YTD | -14.2% | +15.4% | -29.6% | -19.9% |
| 1Y | +48.9% | +11.0% | +37.9% | +41.7% |
| 3Y | +1,461.7% | +70.5% | +1,391.2% | +1,179.6% |
| 5Y | +404.1% | +121.4% | +282.7% | +289.7% |
| All | +537.8% | +316.6% | +221.1% | +381.5% |
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 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