+653.1%
ASTS vs QLD
+134.4%
+518.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.7% | -2.5% | -2.3% |
| 7D | -29.9% | -18.6% | -11.3% | -13.4% |
| 30D | -52.2% | -28.3% | -23.9% | -32.6% |
| 3M | -55.8% | -20.4% | -35.4% | -43.7% |
| 6M | -52.7% | -14.3% | -38.4% | -42.8% |
| YTD | -58.4% | +2.8% | -61.2% | -57.8% |
| 1Y | -57.1% | -1.2% | -55.9% | -54.2% |
| All | +653.1% | +134.4% | +518.7% | +441.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling