-50.5%
ASTS vs QLD
+1.8%
-52.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.5% | +3.8% |
| 7D | -21.1% | -10.3% | -10.8% | -9.2% |
| 30D | -46.7% | -26.1% | -20.6% | -21.6% |
| 3M | -52.0% | -17.8% | -34.3% | -38.1% |
| 6M | -54.3% | -15.6% | -38.7% | -43.0% |
| YTD | -55.5% | +5.4% | -60.9% | -58.9% |
| 1Y | -50.5% | +5.2% | -55.7% | -53.4% |
| All | -50.5% | +1.8% | -52.3% | -53.4% |
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