+1,539.7%
ASTS vs MDLZ
-4.5%
+1,544.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | +7.3% | -1.7% | +9.1% | +7.0% |
| 30D | -8.9% | -2.1% | -6.8% | -9.2% |
| 3M | -41.9% | +1.3% | -43.2% | -41.6% |
| 6M | -40.6% | +6.2% | -46.8% | -40.2% |
| YTD | -14.2% | +15.8% | -30.0% | -14.4% |
| 1Y | +48.9% | +4.1% | +44.7% | +48.9% |
| All | +1,539.7% | -4.5% | +1,544.2% | +1,515.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling