+1,505.9%
ASTS vs QID
-73.9%
+1,579.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | -0.1% |
| 7D | +7.3% | -0.6% | +8.0% | +6.9% |
| 30D | -8.9% | 0.0% | -8.9% | -8.1% |
| 3M | -41.9% | +3.7% | -45.6% | -35.4% |
| 6M | -40.6% | -29.9% | -10.7% | -52.2% |
| YTD | -14.2% | -28.8% | +14.6% | -28.7% |
| 1Y | +48.9% | -37.2% | +86.0% | +16.6% |
| All | +1,505.9% | -73.9% | +1,579.8% | +833.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling