-49.2%
ASTS vs ITUB
+9.0%
-58.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -5.9% |
| 7D | -15.8% | -1.6% | -14.2% | -15.1% |
| 30D | -39.0% | -26.6% | -12.4% | -28.8% |
| 3M | -49.3% | -11.1% | -38.3% | -50.0% |
| 6M | -47.9% | -13.1% | -34.9% | -47.7% |
| YTD | -51.0% | +3.9% | -54.8% | -58.2% |
| 1Y | -49.2% | +9.8% | -58.9% | -62.7% |
| All | -49.2% | +9.0% | -58.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling