+2,038.2%
DELL vs ASTS
+537.8%
+1,500.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +14.9% | +7.3% | +7.5% | +14.3% |
| 30D | +13.3% | -8.9% | +22.2% | +14.2% |
| 3M | +24.4% | -41.9% | +66.3% | +29.3% |
| 6M | +258.0% | -40.6% | +298.6% | +266.1% |
| YTD | +320.2% | -14.2% | +334.4% | +313.3% |
| 1Y | +319.1% | +48.9% | +270.2% | +290.8% |
| 3Y | +706.5% | +1,461.7% | -755.1% | +513.2% |
| 5Y | +1,071.9% | +404.1% | +667.8% | +802.3% |
| All | +2,038.2% | +537.8% | +1,500.5% | +1,447.1% |
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