+244.8%
ASTS vs QSR
+51.2%
+193.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.7% |
| 7D | -9.3% | +4.5% | -13.8% | -10.5% |
| 30D | -33.9% | +9.4% | -43.3% | -35.8% |
| 3M | -51.0% | +7.5% | -58.5% | -52.3% |
| 6M | -55.1% | -0.8% | -54.3% | -55.5% |
| YTD | -53.6% | +16.9% | -70.5% | -56.9% |
| 1Y | -51.0% | +16.3% | -67.2% | -54.5% |
| 3Y | +681.7% | +25.3% | +656.4% | +614.9% |
| 5Y | +182.4% | +60.4% | +122.0% | +142.7% |
| All | +244.8% | +51.2% | +193.6% | +195.0% |
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