-49.2%
ASTS vs QLD
+13.1%
-62.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -6.5% |
| 7D | -15.8% | -9.4% | -6.4% | -4.9% |
| 30D | -39.0% | -17.1% | -22.0% | -22.5% |
| 3M | -49.3% | -10.4% | -38.9% | -41.5% |
| 6M | -47.9% | +0.7% | -48.7% | -48.2% |
| YTD | -51.0% | +17.7% | -68.7% | -60.8% |
| 1Y | -49.2% | +14.7% | -63.8% | -57.3% |
| All | -49.2% | +13.1% | -62.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling