+264.6%
ASTS vs QLD
+534.3%
-269.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.2% |
| 7D | -15.8% | -9.4% | -6.4% | -10.7% |
| 30D | -39.0% | -17.1% | -22.0% | -31.6% |
| 3M | -49.3% | -10.4% | -38.9% | -45.5% |
| 6M | -47.9% | +0.7% | -48.7% | -46.6% |
| YTD | -51.0% | +17.7% | -68.7% | -53.6% |
| 1Y | -49.2% | +14.7% | -63.8% | -50.8% |
| 3Y | +760.4% | +169.6% | +590.8% | +469.0% |
| 5Y | +185.6% | +86.7% | +99.0% | +94.7% |
| All | +264.6% | +534.3% | -269.7% | +130.8% |
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 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