+62.2%
ASTS vs QS
-44.4%
+106.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +4.7% |
| 7D | +18.5% | +2.2% | +16.3% | +16.8% |
| 30D | -8.1% | -8.1% | 0.0% | -2.4% |
| 3M | -28.2% | -27.0% | -1.2% | -11.7% |
| 6M | -26.1% | -16.4% | -9.7% | -17.3% |
| YTD | -9.0% | -46.4% | +37.4% | +33.5% |
| 1Y | +62.2% | -41.1% | +103.3% | +147.6% |
| All | +62.2% | -44.4% | +106.6% | +147.6% |
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