+94.8%
AAPL vs ASTS
+741.8%
-647.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | +1.7% |
| 7D | +1.8% | +2.8% | -1.1% | +1.6% |
| 30D | +4.3% | -28.8% | +33.1% | +5.3% |
| 3M | +16.6% | -48.9% | +65.5% | +18.9% |
| 6M | +21.6% | -55.6% | +77.3% | +23.9% |
| YTD | +31.2% | -49.6% | +80.7% | +31.9% |
| 1Y | +29.6% | -46.1% | +75.6% | +29.4% |
| All | +94.8% | +741.8% | -647.1% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling