+230.9%
ASTS vs QLD
+467.7%
-236.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.5% | +5.5% |
| 7D | -21.1% | -10.3% | -10.8% | -15.2% |
| 30D | -46.7% | -26.1% | -20.6% | -35.6% |
| 3M | -52.0% | -17.8% | -34.3% | -45.3% |
| 6M | -54.3% | -15.6% | -38.7% | -47.7% |
| YTD | -55.5% | +5.4% | -60.9% | -54.8% |
| 1Y | -50.5% | +5.2% | -55.7% | -49.2% |
| 3Y | +706.2% | +139.4% | +566.8% | +474.9% |
| 5Y | +165.2% | +66.7% | +98.5% | +94.4% |
| All | +230.9% | +467.7% | -236.8% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling