+109.4%
AAPL vs ASTS
+400.6%
-291.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +0.1% | +7.3% | -7.3% | -0.4% |
| 30D | +3.0% | -8.9% | +11.8% | +3.3% |
| 3M | +2.9% | -41.9% | +44.8% | +5.3% |
| 6M | +22.1% | -40.6% | +62.7% | +23.8% |
| YTD | +18.0% | -14.2% | +32.2% | +16.0% |
| 1Y | +33.9% | +48.9% | -14.9% | +25.5% |
| 3Y | +71.2% | +1,461.7% | -1,390.5% | +23.8% |
| All | +109.4% | +400.6% | -291.3% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling