+457.9%
AAPL vs ASTS
+230.9%
+226.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -0.9% |
| 7D | -0.7% | -21.1% | +20.4% | +0.5% |
| 30D | +1.7% | -46.7% | +48.4% | +4.9% |
| 3M | +9.7% | -52.0% | +61.7% | +13.5% |
| 6M | +19.3% | -54.3% | +73.6% | +22.5% |
| YTD | +26.3% | -55.5% | +81.8% | +28.2% |
| 1Y | +27.4% | -50.5% | +77.9% | +27.8% |
| 3Y | +93.6% | +706.2% | -612.6% | +48.9% |
| 5Y | +131.7% | +165.2% | -33.5% | +82.1% |
| All | +457.9% | +230.9% | +226.9% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling