+264.7%
ASTS vs QS
-57.3%
+322.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.4% | +14.1% | +10.0% |
| 7D | +2.8% | -5.0% | +7.8% | +4.4% |
| 30D | -28.8% | -1.4% | -27.4% | -28.4% |
| 3M | -48.9% | -33.6% | -15.3% | -43.4% |
| 6M | -55.6% | -47.6% | -8.1% | -48.0% |
| YTD | -49.6% | -59.6% | +10.0% | -37.0% |
| 1Y | -46.1% | -73.5% | +27.5% | -26.1% |
| 3Y | +749.7% | -23.0% | +772.7% | +772.4% |
| 5Y | +193.2% | -89.4% | +282.6% | +258.9% |
| All | +264.7% | -57.3% | +322.0% | +357.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling