-35.1%
ASTS vs AMRZ
-19.2%
-15.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.6% |
| 7D | +0.8% | -2.1% | +2.9% | +2.0% |
| 30D | -22.6% | +13.0% | -35.6% | -26.9% |
| 3M | -54.4% | -12.1% | -42.3% | -52.0% |
| 6M | -56.4% | -19.1% | -37.3% | -53.7% |
| YTD | -55.1% | -23.3% | -31.9% | -52.3% |
| 1Y | -46.9% | -16.6% | -30.4% | -46.2% |
| All | -35.1% | -19.2% | -15.9% | -34.8% |
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