+793.2%
ASTS vs QSR
+25.6%
+767.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.2% | +14.3% | +14.2% |
| 7D | +1.5% | +3.9% | -2.3% | +0.1% |
| 30D | -27.6% | +9.3% | -36.9% | -30.3% |
| 3M | -48.7% | +5.9% | -54.6% | -50.1% |
| 6M | -50.8% | -1.0% | -49.9% | -51.0% |
| YTD | -49.2% | +16.7% | -65.9% | -55.8% |
| 1Y | -46.7% | +18.6% | -65.3% | -54.5% |
| 3Y | +793.2% | +25.4% | +767.9% | +834.5% |
| All | +793.2% | +25.6% | +767.6% | +834.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling