-31.8%
BABA vs ASTS
+537.8%
-569.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -4.8% | +7.3% | -12.1% | -5.4% |
| 30D | -11.9% | -8.9% | -3.0% | -11.5% |
| 3M | -9.3% | -41.9% | +32.7% | -6.2% |
| 6M | -14.2% | -40.6% | +26.3% | -12.6% |
| YTD | -22.0% | -14.2% | -7.8% | -23.8% |
| 1Y | -12.7% | +48.9% | -61.6% | -19.9% |
| 3Y | +26.7% | +1,461.7% | -1,435.0% | -15.6% |
| 5Y | -29.3% | +404.1% | -433.5% | -51.3% |
| All | -31.8% | +537.8% | -569.6% | -53.7% |
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