+576.8%
ASTS vs MDLZ
+38.8%
+538.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.1% |
| 7D | +18.5% | 0.0% | +18.5% | +18.5% |
| 30D | -8.1% | -1.6% | -6.5% | -8.0% |
| 3M | -28.2% | +0.9% | -29.1% | -28.4% |
| 6M | -26.1% | +7.3% | -33.4% | -27.0% |
| YTD | -9.0% | +16.4% | -25.4% | -11.6% |
| 1Y | +62.2% | +3.0% | +59.2% | +60.5% |
| 3Y | +1,621.9% | -3.7% | +1,625.6% | +1,618.2% |
| 5Y | +457.0% | +15.6% | +441.4% | +440.6% |
| All | +576.8% | +38.8% | +538.0% | +532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 10y: compounded portfolio wealth divided by compounded MDLZ 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…
10y analysis · Full analysis span regression · 6 months rolling