-56.6%
ASTS vs Q
+74.5%
-131.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -3.5% |
| 7D | +14.2% | +11.5% | +2.7% | +6.3% |
| 30D | -26.7% | -0.2% | -26.5% | -25.9% |
| 3M | -53.6% | -13.6% | -40.0% | -48.5% |
| 6M | -52.7% | -27.0% | -25.7% | -42.8% |
| YTD | -52.5% | +50.5% | -103.0% | -71.4% |
| 1Y | -46.5% | +33.8% | -80.3% | -65.9% |
| All | -56.6% | +74.5% | -131.1% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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