-49.2%
ASTS vs QS
-71.4%
+22.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.5% | -11.6% | -10.4% |
| 7D | -15.8% | +4.5% | -20.3% | -19.2% |
| 30D | -39.0% | -4.1% | -34.9% | -37.4% |
| 3M | -49.3% | -22.1% | -27.2% | -37.7% |
| 6M | -47.9% | -38.4% | -9.6% | -24.4% |
| YTD | -51.0% | -57.5% | +6.5% | +4.4% |
| 1Y | -49.2% | -71.3% | +22.2% | +60.8% |
| All | -49.2% | -71.4% | +22.3% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling