+222.0%
ASTS vs QS
-56.5%
+278.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.1% | +2.9% | +6.0% |
| 7D | -21.1% | +5.4% | -26.5% | -22.0% |
| 30D | -46.7% | -5.3% | -41.4% | -45.9% |
| 3M | -52.0% | -22.6% | -29.4% | -48.7% |
| 6M | -54.3% | -46.2% | -8.1% | -46.6% |
| YTD | -55.5% | -58.9% | +3.4% | -44.6% |
| 1Y | -50.5% | -73.1% | +22.6% | -32.4% |
| 3Y | +706.2% | -27.2% | +733.4% | +733.7% |
| 5Y | +165.2% | -86.2% | +251.4% | +217.6% |
| All | +222.0% | -56.5% | +278.6% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling