-46.1%
ASTS vs Q
+28.9%
-75.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +6.9% |
| 7D | +2.8% | +6.6% | -3.8% | -0.9% |
| 30D | -28.8% | +2.7% | -31.6% | -29.7% |
| 3M | -48.9% | -8.4% | -40.5% | -45.6% |
| 6M | -55.6% | -17.3% | -38.3% | -51.6% |
| YTD | -49.6% | +55.3% | -104.9% | -72.4% |
| 1Y | -46.1% | +31.5% | -77.5% | -63.9% |
| All | -46.1% | +28.9% | -75.0% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling