+538.9%
ASTS vs QSR
+48.7%
+490.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.7% |
| 30D | -9.2% | +5.7% | -14.9% | -10.8% |
| 3M | -29.6% | +6.9% | -36.6% | -31.5% |
| 6M | -30.5% | +6.9% | -37.3% | -33.0% |
| YTD | -14.1% | +14.9% | -29.0% | -19.5% |
| 1Y | +69.1% | +29.1% | +40.0% | +51.9% |
| 3Y | +1,525.5% | +26.1% | +1,499.4% | +1,391.2% |
| 5Y | +425.9% | +42.3% | +383.6% | +357.9% |
| All | +538.9% | +48.7% | +490.2% | +451.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling