+164.9%
ASML vs ASTS
+1,473.5%
-1,308.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +7.3% | -6.2% | +0.4% |
| 30D | +2.2% | -8.9% | +11.1% | +2.9% |
| 3M | -2.3% | -41.9% | +39.6% | +1.8% |
| 6M | +23.0% | -40.6% | +63.6% | +26.3% |
| YTD | +61.1% | -14.2% | +75.3% | +59.3% |
| 1Y | +129.1% | +48.9% | +80.3% | +114.8% |
| All | +164.9% | +1,473.5% | -1,308.5% | +122.5% |
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 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