+209.1%
ASTS vs AMT
+8.1%
+201.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.4% | -14.8% | -15.1% |
| 7D | -29.9% | +4.4% | -34.2% | -30.6% |
| 30D | -52.2% | +17.7% | -69.9% | -54.2% |
| 3M | -55.8% | +16.7% | -72.5% | -57.6% |
| 6M | -52.7% | +11.1% | -63.9% | -54.4% |
| YTD | -58.4% | +13.9% | -72.3% | -60.3% |
| 1Y | -57.1% | +12.5% | -69.6% | -58.8% |
| 3Y | +629.5% | +13.2% | +616.3% | +565.3% |
| 5Y | +147.7% | -17.9% | +165.6% | +143.7% |
| All | +209.1% | +8.1% | +201.0% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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