+537.8%
ASTS vs ITUB
+81.4%
+456.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +7.3% | +8.7% | -1.4% | +4.6% |
| 30D | -8.9% | -0.7% | -8.2% | -8.8% |
| 3M | -41.9% | +7.8% | -49.7% | -43.3% |
| 6M | -40.6% | -3.4% | -37.2% | -39.8% |
| YTD | -14.2% | +16.3% | -30.5% | -17.3% |
| 1Y | +48.9% | +29.8% | +19.0% | +39.4% |
| 3Y | +1,461.7% | +111.1% | +1,350.6% | +1,203.9% |
| 5Y | +404.1% | +173.6% | +230.6% | +299.7% |
| All | +537.8% | +81.4% | +456.4% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling