+62.2%
ASTS vs QSR
+29.1%
+33.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +5.6% |
| 7D | +18.5% | +0.1% | +18.4% | +18.5% |
| 30D | -8.1% | +5.9% | -14.0% | -6.8% |
| 3M | -28.2% | +10.5% | -38.6% | -27.0% |
| 6M | -26.1% | +7.7% | -33.8% | -27.5% |
| YTD | -9.0% | +16.8% | -25.7% | -13.2% |
| 1Y | +62.2% | +30.9% | +31.3% | +13.7% |
| All | +62.2% | +29.1% | +33.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling