+434.7%
ASML vs ASTS
+209.1%
+225.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +5.9% | -7.5% |
| 7D | -19.0% | -29.9% | +10.8% | -15.6% |
| 30D | -25.9% | -52.2% | +26.2% | -19.5% |
| 3M | -19.1% | -55.8% | +36.8% | -11.6% |
| 6M | -5.7% | -52.7% | +47.0% | +0.7% |
| YTD | +27.6% | -58.4% | +86.0% | +35.8% |
| 1Y | +30.8% | -57.1% | +87.9% | +37.4% |
| 3Y | +116.2% | +629.5% | -513.2% | +50.5% |
| 5Y | +67.7% | +147.7% | -80.1% | +20.8% |
| All | +434.7% | +209.1% | +225.6% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling