+34.5%
BABA vs ASTS
+636.6%
-602.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.2% | +17.9% | +3.5% |
| 7D | +8.6% | -29.9% | +38.5% | +10.7% |
| 30D | -1.1% | -52.2% | +51.1% | +3.1% |
| 3M | -15.9% | -55.8% | +39.9% | -12.2% |
| 6M | -17.5% | -52.7% | +35.2% | -15.4% |
| YTD | -25.6% | -58.4% | +32.8% | -23.9% |
| 1Y | -33.8% | -57.1% | +23.3% | -32.8% |
| All | +34.5% | +636.6% | -602.0% | +12.2% |
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