+400.4%
ALAB vs ASTS
+2,041.2%
-1,640.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.7% |
| 7D | +7.2% | +7.3% | -0.1% | +5.8% |
| 30D | -2.5% | -8.9% | +6.4% | -1.2% |
| 3M | -13.3% | -41.9% | +28.6% | -6.1% |
| 6M | +172.8% | -40.6% | +213.4% | +190.7% |
| YTD | +86.6% | -14.2% | +100.8% | +88.5% |
| 1Y | +65.2% | +48.9% | +16.3% | +56.0% |
| All | +400.4% | +2,041.2% | -1,640.8% | +397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling