+53.5%
ALAB vs ASTS
-49.1%
+102.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -0.4% |
| 7D | +16.3% | +0.8% | +15.5% | +15.8% |
| 30D | -26.1% | -22.6% | -3.5% | -17.6% |
| 3M | -31.3% | -54.4% | +23.1% | -8.5% |
| 6M | -1.0% | -56.4% | +55.4% | +32.3% |
| YTD | +33.3% | -55.1% | +88.5% | +70.3% |
| 1Y | +53.5% | -46.9% | +100.5% | +86.5% |
| All | +53.5% | -49.1% | +102.6% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling