+762.5%
ASTS vs QS
-28.5%
+791.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.8% | +2.0% | -2.6% |
| 7D | +14.2% | -5.6% | +19.8% | +17.0% |
| 30D | -26.7% | -5.8% | -20.9% | -24.7% |
| 3M | -53.6% | -39.2% | -14.4% | -43.3% |
| 6M | -52.7% | -53.9% | +1.2% | -35.9% |
| YTD | -52.5% | -62.8% | +10.3% | -30.9% |
| 1Y | -46.5% | -73.5% | +27.0% | -13.2% |
| All | +762.5% | -28.5% | +791.0% | +791.7% |
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