-32.9%
ASTS vs AMRZ
-17.1%
-15.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.8% | -6.9% | -7.9% |
| 7D | -9.3% | +0.2% | -9.5% | -9.1% |
| 30D | -33.9% | +16.2% | -50.1% | -38.3% |
| 3M | -51.0% | -8.9% | -42.1% | -49.2% |
| 6M | -55.1% | -20.1% | -35.0% | -51.9% |
| YTD | -53.6% | -21.3% | -32.3% | -51.2% |
| 1Y | -51.0% | -12.6% | -38.3% | -51.4% |
| All | -32.9% | -17.1% | -15.8% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling