+207.4%
ALAB vs ASTS
+1,011.0%
-803.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +4.9% |
| 7D | -26.3% | -21.1% | -5.2% | -22.5% |
| 30D | -50.1% | -46.7% | -3.4% | -43.7% |
| 3M | -42.5% | -52.0% | +9.5% | -34.2% |
| 6M | -10.8% | -54.3% | +43.4% | +2.7% |
| YTD | +14.6% | -55.5% | +70.1% | +31.1% |
| 1Y | +17.1% | -50.5% | +67.6% | +31.9% |
| All | +207.4% | +1,011.0% | -803.5% | +246.1% |
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