+815.5%
ASTS vs QID
-72.3%
+887.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.6% | +13.3% | +3.9% |
| 7D | +2.8% | -1.1% | +3.9% | +5.2% |
| 30D | -28.8% | +14.4% | -43.2% | -13.9% |
| 3M | -48.9% | +6.7% | -55.5% | -41.3% |
| 6M | -55.6% | +2.6% | -58.2% | -47.2% |
| YTD | -49.6% | -24.2% | -25.4% | -52.6% |
| 1Y | -46.1% | -22.3% | -23.8% | -46.8% |
| All | +815.5% | -72.3% | +887.8% | +636.2% |
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 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