-33.8%
BABA vs ASTS
-56.7%
+22.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.2% | +17.9% | +3.2% |
| 7D | +8.6% | -29.9% | +38.5% | +10.1% |
| 30D | -1.1% | -52.2% | +51.1% | +2.1% |
| 3M | -15.9% | -55.8% | +39.9% | -13.0% |
| 6M | -17.5% | -52.7% | +35.2% | -16.4% |
| YTD | -25.6% | -58.4% | +32.8% | -24.9% |
| 1Y | -33.8% | -57.1% | +23.3% | -33.3% |
| All | -33.8% | -56.7% | +22.9% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling