+257.6%
ALAB vs ASTS
+1,020.3%
-762.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -1.5% |
| 7D | +16.3% | +0.8% | +15.5% | +16.2% |
| 30D | -26.1% | -22.6% | -3.5% | -21.9% |
| 3M | -31.3% | -54.4% | +23.1% | -20.6% |
| 6M | -1.0% | -56.4% | +55.4% | +15.0% |
| YTD | +33.3% | -55.1% | +88.5% | +52.3% |
| 1Y | +53.5% | -46.9% | +100.5% | +71.5% |
| All | +257.6% | +1,020.3% | -762.7% | +302.1% |
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