+520.6%
ASTS vs QS
-44.4%
+565.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +7.3% | -2.3% | +9.7% | +8.0% |
| 30D | -8.9% | -0.7% | -8.2% | -8.5% |
| 3M | -41.9% | -39.6% | -2.3% | -34.3% |
| 6M | -40.6% | -21.7% | -18.9% | -36.5% |
| YTD | -14.2% | -47.4% | +33.2% | +0.3% |
| 1Y | +48.9% | -28.4% | +77.2% | +64.0% |
| 3Y | +1,461.7% | -22.6% | +1,484.3% | +1,466.5% |
| 5Y | +404.1% | -75.6% | +479.7% | +455.4% |
| All | +520.6% | -44.4% | +565.0% | +628.5% |
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