-59.0%
ASTS vs Q
+68.3%
-127.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -2.8% |
| 7D | +0.8% | +1.2% | -0.3% | +0.7% |
| 30D | -22.6% | -2.7% | -20.0% | -20.2% |
| 3M | -54.4% | -16.9% | -37.5% | -47.9% |
| 6M | -56.4% | -26.9% | -29.6% | -47.1% |
| YTD | -55.1% | +45.2% | -100.3% | -72.2% |
| 1Y | -46.9% | +38.1% | -85.1% | -66.4% |
| All | -59.0% | +68.3% | -127.3% | -72.7% |
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