+277.6%
ASTS vs MDLZ
+50.9%
+226.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.6% | +13.5% | +14.1% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | -27.6% | +10.0% | -37.6% | -28.0% |
| 3M | -48.7% | +7.1% | -55.8% | -48.9% |
| 6M | -50.8% | +9.8% | -60.7% | -51.3% |
| YTD | -49.2% | +26.6% | -75.9% | -50.9% |
| 1Y | -46.7% | +20.3% | -67.0% | -48.1% |
| 3Y | +793.2% | +5.4% | +787.8% | +786.4% |
| 5Y | +195.6% | +22.2% | +173.4% | +185.8% |
| All | +277.6% | +50.9% | +226.7% | +251.0% |
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