+147.7%
ASTS vs QLD
+61.4%
+86.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.7% | -2.5% | -4.2% |
| 7D | -29.9% | -18.6% | -11.3% | -15.9% |
| 30D | -52.2% | -28.3% | -23.9% | -35.8% |
| 3M | -55.8% | -20.4% | -35.4% | -45.5% |
| 6M | -52.7% | -14.3% | -38.4% | -44.0% |
| YTD | -58.4% | +2.8% | -61.2% | -57.5% |
| 1Y | -57.1% | -1.2% | -55.9% | -54.2% |
| 3Y | +629.5% | +135.3% | +494.2% | +306.7% |
| 5Y | +147.7% | +62.6% | +85.2% | +65.0% |
| All | +147.7% | +61.4% | +86.3% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling