+248.5%
ALAB vs ASTS
+1,057.7%
-809.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.4% | +1.4% |
| 7D | -7.5% | -9.3% | +1.8% | -5.3% |
| 30D | -36.8% | -33.9% | -2.9% | -31.4% |
| 3M | -31.9% | -51.0% | +19.1% | -22.4% |
| 6M | +8.2% | -55.1% | +63.3% | +24.8% |
| YTD | +29.9% | -53.6% | +83.6% | +47.4% |
| 1Y | +24.4% | -51.0% | +75.4% | +39.8% |
| All | +248.5% | +1,057.7% | -809.2% | +289.3% |
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 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