+1,539.7%
ASTS vs QSR
+32.7%
+1,507.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +2.4% | +4.9% | +6.2% |
| 30D | -8.9% | +7.6% | -16.5% | -11.8% |
| 3M | -41.9% | +12.6% | -54.6% | -45.8% |
| 6M | -40.6% | +14.4% | -55.0% | -46.9% |
| YTD | -14.2% | +19.6% | -33.8% | -26.0% |
| 1Y | +48.9% | +33.9% | +15.0% | +16.6% |
| All | +1,539.7% | +32.7% | +1,507.0% | +1,232.3% |
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