+249.6%
ALAB vs ASTS
+1,167.7%
-918.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +14.1% | -0.4% | +10.9% |
| 7D | -5.6% | +1.5% | -7.1% | -5.4% |
| 30D | -36.6% | -27.6% | -9.0% | -32.3% |
| 3M | -35.1% | -48.7% | +13.6% | -26.7% |
| 6M | +8.5% | -50.8% | +59.4% | +23.1% |
| YTD | +30.4% | -49.2% | +79.6% | +45.4% |
| 1Y | +31.0% | -46.7% | +77.7% | +44.9% |
| All | +249.6% | +1,167.7% | -918.1% | +284.0% |
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