-50.5%
ASTS vs QID
-13.7%
-36.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +3.9% |
| 7D | -21.1% | +9.4% | -30.5% | -9.3% |
| 30D | -46.7% | +31.2% | -77.9% | -21.3% |
| 3M | -52.0% | +17.4% | -69.4% | -37.2% |
| 6M | -54.3% | +8.4% | -62.7% | -41.2% |
| YTD | -55.5% | -15.8% | -39.7% | -56.5% |
| 1Y | -50.5% | -16.3% | -34.1% | -50.2% |
| All | -50.5% | -13.7% | -36.8% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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