+1,242.1%
DELL vs ASTS
+230.9%
+1,011.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +3.0% |
| 7D | -22.6% | -21.1% | -1.5% | -20.6% |
| 30D | -43.2% | -46.7% | +3.5% | -39.6% |
| 3M | -24.8% | -52.0% | +27.2% | -19.5% |
| 6M | +38.0% | -54.3% | +92.3% | +46.0% |
| YTD | +163.7% | -55.5% | +219.2% | +176.0% |
| 1Y | +122.5% | -50.5% | +173.0% | +129.6% |
| 3Y | +377.0% | +706.2% | -329.3% | +287.3% |
| 5Y | +542.6% | +165.2% | +377.4% | +426.5% |
| All | +1,242.1% | +230.9% | +1,011.2% | +933.1% |
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