+140.3%
ASML vs ASTS
+768.8%
-628.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.2% |
| 7D | -10.0% | -15.8% | +5.8% | -8.5% |
| 30D | -19.4% | -39.0% | +19.6% | -15.7% |
| 3M | -12.5% | -49.3% | +36.9% | -7.1% |
| 6M | +8.2% | -47.9% | +56.2% | +13.3% |
| YTD | +40.7% | -51.0% | +91.7% | +46.4% |
| 1Y | +46.1% | -49.2% | +95.3% | +50.7% |
| All | +140.3% | +768.8% | -628.4% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling