+537.8%
ASTS vs MDLZ
+38.0%
+499.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +7.3% | -1.7% | +9.1% | +7.5% |
| 30D | -8.9% | -2.1% | -6.8% | -8.8% |
| 3M | -41.9% | +1.3% | -43.2% | -42.2% |
| 6M | -40.6% | +6.2% | -46.8% | -41.3% |
| YTD | -14.2% | +15.8% | -30.0% | -16.7% |
| 1Y | +48.9% | +4.1% | +44.7% | +46.9% |
| 3Y | +1,461.7% | -4.1% | +1,465.7% | +1,458.2% |
| 5Y | +404.1% | +13.4% | +390.8% | +389.5% |
| All | +537.8% | +38.0% | +499.8% | +496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling