-20.3%
BABA vs ASTS
-49.4%
+29.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +5.0% |
| 7D | +4.3% | -15.8% | +20.1% | +4.6% |
| 30D | -5.0% | -39.0% | +34.1% | -4.1% |
| 3M | -18.4% | -49.3% | +31.0% | -17.1% |
| 6M | -20.3% | -47.9% | +27.7% | -19.5% |
| All | -20.3% | -49.4% | +29.2% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling