+62.2%
ASTS vs MDLZ
+3.5%
+58.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.4% |
| 7D | +18.5% | 0.0% | +18.5% | +18.4% |
| 30D | -8.1% | -1.6% | -6.5% | -8.8% |
| 3M | -28.2% | +0.9% | -29.1% | -26.7% |
| 6M | -26.1% | +7.3% | -33.4% | -24.1% |
| YTD | -9.0% | +16.4% | -25.4% | -10.9% |
| 1Y | +62.2% | +3.0% | +59.2% | +59.6% |
| All | +62.2% | +3.5% | +58.6% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling