+471.4%
AAPL vs ASTS
+277.6%
+193.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.1% | -11.7% | +1.7% |
| 7D | +3.7% | +1.5% | +2.1% | +3.4% |
| 30D | +4.2% | -27.6% | +31.8% | +5.7% |
| 3M | +12.0% | -48.7% | +60.7% | +15.5% |
| 6M | +19.8% | -50.8% | +70.6% | +22.6% |
| YTD | +29.3% | -49.2% | +78.6% | +30.4% |
| 1Y | +31.1% | -46.7% | +77.8% | +31.0% |
| 3Y | +94.9% | +793.2% | -698.4% | +49.2% |
| 5Y | +138.1% | +195.6% | -57.5% | +86.0% |
| All | +471.4% | +277.6% | +193.8% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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