+467.9%
AAPL vs ASTS
+244.8%
+223.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.7% | +8.1% | -0.2% |
| 7D | +5.0% | -9.3% | +14.3% | +5.4% |
| 30D | +3.5% | -33.9% | +37.4% | +5.5% |
| 3M | +13.1% | -51.0% | +64.1% | +16.8% |
| 6M | +19.0% | -55.1% | +74.1% | +22.4% |
| YTD | +28.5% | -53.6% | +82.2% | +30.2% |
| 1Y | +29.7% | -51.0% | +80.7% | +30.1% |
| 3Y | +89.2% | +681.7% | -592.4% | +46.1% |
| 5Y | +141.2% | +182.4% | -41.2% | +88.9% |
| All | +467.9% | +244.8% | +223.0% | +321.0% |
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