+62.2%
ASTS vs ITUB
+30.7%
+31.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.2% | +4.4% |
| 7D | +18.5% | +8.2% | +10.2% | +10.9% |
| 30D | -8.1% | +4.7% | -12.8% | -11.9% |
| 3M | -28.2% | +13.0% | -41.2% | -36.1% |
| 6M | -26.1% | +4.2% | -30.3% | -29.6% |
| YTD | -9.0% | +18.6% | -27.5% | -20.0% |
| 1Y | +62.2% | +31.3% | +30.9% | +33.8% |
| All | +62.2% | +30.7% | +31.5% | +33.8% |
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