+537.8%
ASTS vs QLD
+594.4%
-56.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +7.3% | +0.6% | +6.8% | +7.0% |
| 30D | -8.9% | -0.1% | -8.7% | -8.6% |
| 3M | -41.9% | -8.4% | -33.6% | -38.1% |
| 6M | -40.6% | +32.2% | -72.8% | -48.0% |
| YTD | -14.2% | +28.9% | -43.1% | -23.6% |
| 1Y | +48.9% | +43.8% | +5.0% | +27.1% |
| 3Y | +1,461.7% | +176.6% | +1,285.1% | +898.4% |
| 5Y | +404.1% | +121.6% | +282.6% | +220.0% |
| All | +537.8% | +594.4% | -56.7% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling