+715.0%
ASTS vs ITUB
+81.0%
+634.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -6.7% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | -22.6% | -22.2% | -0.5% | -12.9% |
| 3M | -54.4% | +2.7% | -57.1% | -57.6% |
| 6M | -56.4% | -3.0% | -53.5% | -57.9% |
| YTD | -55.1% | +7.5% | -62.6% | -58.7% |
| 1Y | -46.9% | +10.5% | -57.4% | -52.0% |
| 3Y | +715.0% | +81.0% | +634.0% | +581.3% |
| All | +715.0% | +81.0% | +634.0% | +581.3% |
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