-46.3%
ASTS vs QS
-73.4%
+27.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +6.8% | +7.3% | +8.1% |
| 7D | +1.5% | +13.7% | -12.1% | -8.8% |
| 30D | -27.6% | -0.2% | -27.4% | -27.4% |
| 3M | -48.7% | -24.8% | -23.9% | -33.8% |
| 6M | -50.8% | -39.4% | -11.5% | -26.2% |
| YTD | -49.2% | -56.1% | +6.9% | +12.8% |
| All | -46.3% | -73.4% | +27.1% | +135.6% |
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