-34.9%
BABA vs ASTS
+209.1%
-244.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.2% | +17.9% | +3.9% |
| 7D | +8.6% | -29.9% | +38.5% | +11.4% |
| 30D | -1.1% | -52.2% | +51.1% | +4.5% |
| 3M | -15.9% | -55.8% | +39.9% | -11.0% |
| 6M | -17.5% | -52.7% | +35.2% | -14.7% |
| YTD | -25.6% | -58.4% | +32.8% | -23.4% |
| 1Y | -33.8% | -57.1% | +23.3% | -32.6% |
| 3Y | +34.6% | +629.5% | -594.9% | -4.6% |
| 5Y | -27.7% | +147.7% | -175.4% | -47.4% |
| All | -34.9% | +209.1% | -244.0% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling