+27.1%
BABA vs ASTS
+1,473.5%
-1,446.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -4.8% | +7.3% | -12.1% | -5.3% |
| 30D | -11.9% | -8.9% | -3.0% | -11.6% |
| 3M | -9.3% | -41.9% | +32.7% | -6.8% |
| 6M | -14.2% | -40.6% | +26.3% | -12.9% |
| YTD | -22.0% | -14.2% | -7.8% | -23.4% |
| 1Y | -12.7% | +48.9% | -61.6% | -18.1% |
| All | +27.1% | +1,473.5% | -1,446.3% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling