+1,505.9%
ASTS vs ITUB
+116.5%
+1,389.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.9% |
| 7D | +7.3% | +8.7% | -1.4% | +1.3% |
| 30D | -8.9% | -0.7% | -8.2% | -8.7% |
| 3M | -41.9% | +7.8% | -49.7% | -45.1% |
| 6M | -40.6% | -3.4% | -37.2% | -39.3% |
| YTD | -14.2% | +16.3% | -30.5% | -21.8% |
| 1Y | +48.9% | +29.8% | +19.0% | +26.7% |
| All | +1,505.9% | +116.5% | +1,389.4% | +786.1% |
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