+706.2%
ASTS vs ITUB
+85.1%
+621.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +6.3% |
| 7D | -21.1% | +3.7% | -24.8% | -22.7% |
| 30D | -46.7% | -24.1% | -22.6% | -39.4% |
| 3M | -52.0% | -9.6% | -42.5% | -51.8% |
| 6M | -54.3% | -11.5% | -42.7% | -53.3% |
| YTD | -55.5% | +5.5% | -61.0% | -58.8% |
| 1Y | -50.5% | +9.9% | -60.3% | -55.1% |
| 3Y | +706.2% | +84.8% | +621.5% | +565.9% |
| All | +706.2% | +85.1% | +621.1% | +565.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling