+1,505.9%
ASTS vs QS
-22.6%
+1,528.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +7.3% | -2.3% | +9.7% | +8.4% |
| 30D | -8.9% | -0.7% | -8.2% | -8.4% |
| 3M | -41.9% | -39.6% | -2.3% | -29.4% |
| 6M | -40.6% | -21.7% | -18.9% | -34.1% |
| YTD | -14.2% | -47.4% | +33.2% | +9.2% |
| 1Y | +48.9% | -28.4% | +77.2% | +74.6% |
| All | +1,505.9% | -22.6% | +1,528.5% | +1,647.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling