+431.2%
ASTS vs QLD
+121.5%
+309.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +7.3% | +0.6% | +6.8% | +6.9% |
| 30D | -8.9% | -0.1% | -8.7% | -8.5% |
| 3M | -41.9% | -8.4% | -33.6% | -36.7% |
| 6M | -40.6% | +32.2% | -72.8% | -51.7% |
| YTD | -14.2% | +28.9% | -43.1% | -28.6% |
| 1Y | +48.9% | +43.8% | +5.0% | +15.8% |
| 3Y | +1,461.7% | +176.6% | +1,285.1% | +642.9% |
| All | +431.2% | +121.5% | +309.7% | +191.0% |
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