-49.2%
ASTS vs AMRZ
-11.5%
-37.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.3% | -5.9% |
| 7D | -15.8% | +10.3% | -26.1% | -19.3% |
| 30D | -39.0% | +18.7% | -57.7% | -43.4% |
| 3M | -49.3% | -14.6% | -34.7% | -46.6% |
| 6M | -47.9% | -12.9% | -35.1% | -47.3% |
| YTD | -51.0% | -17.4% | -33.6% | -52.3% |
| 1Y | -49.2% | -12.3% | -36.8% | -53.0% |
| All | -49.2% | -11.5% | -37.6% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling