+168.5%
ASTS vs QID
-77.9%
+246.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -5.3% |
| 7D | +14.2% | -11.8% | +26.0% | +3.9% |
| 30D | -26.7% | +14.2% | -40.9% | -13.6% |
| 3M | -53.6% | +8.8% | -62.3% | -46.7% |
| 6M | -52.7% | +1.5% | -54.2% | -45.2% |
| YTD | -52.5% | -23.8% | -28.7% | -54.4% |
| 1Y | -46.5% | -22.0% | -24.5% | -46.3% |
| 3Y | +700.5% | -71.9% | +772.4% | +381.9% |
| 5Y | +168.5% | -77.6% | +246.1% | +93.1% |
| All | +168.5% | -77.9% | +246.4% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling