-34.1%
BABA vs ASTS
+230.9%
-265.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +0.7% |
| 7D | +11.6% | -21.1% | +32.7% | +13.5% |
| 30D | +2.3% | -46.7% | +49.0% | +7.1% |
| 3M | -13.7% | -52.0% | +38.3% | -9.3% |
| 6M | -21.9% | -54.3% | +32.4% | -18.9% |
| YTD | -24.6% | -55.5% | +30.8% | -22.8% |
| 1Y | -34.1% | -50.5% | +16.4% | -33.7% |
| 3Y | +36.3% | +706.2% | -670.0% | -4.4% |
| 5Y | -26.7% | +165.2% | -191.9% | -47.1% |
| All | -34.1% | +230.9% | -265.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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