+230.9%
ASTS vs QID
-96.3%
+327.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +5.5% |
| 7D | -21.1% | +9.4% | -30.5% | -15.2% |
| 30D | -46.7% | +31.2% | -77.9% | -35.4% |
| 3M | -52.0% | +17.4% | -69.4% | -44.9% |
| 6M | -54.3% | +8.4% | -62.7% | -46.9% |
| YTD | -55.5% | -15.8% | -39.7% | -53.7% |
| 1Y | -50.5% | -16.3% | -34.1% | -47.7% |
| 3Y | +706.2% | -70.4% | +776.6% | +525.8% |
| 5Y | +165.2% | -74.8% | +240.0% | +115.7% |
| All | +230.9% | -96.3% | +327.2% | +148.5% |
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