+537.8%
ASTS vs QID
-96.9%
+634.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.1% |
| 7D | +7.3% | -0.6% | +8.0% | +7.1% |
| 30D | -8.9% | 0.0% | -8.9% | -8.3% |
| 3M | -41.9% | +3.7% | -45.6% | -37.6% |
| 6M | -40.6% | -29.9% | -10.7% | -47.2% |
| YTD | -14.2% | -28.8% | +14.6% | -22.2% |
| 1Y | +48.9% | -37.2% | +86.0% | +30.6% |
| 3Y | +1,461.7% | -73.7% | +1,535.4% | +987.0% |
| 5Y | +404.1% | -80.7% | +484.9% | +253.0% |
| All | +537.8% | -96.9% | +634.6% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling