+3.6%
GOOG vs ASTS
-47.5%
+51.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.4% | +3.5% |
| 7D | -10.7% | -15.8% | +5.0% | -10.0% |
| 30D | -16.4% | -39.0% | +22.6% | -14.4% |
| 3M | -23.4% | -49.3% | +25.9% | -21.0% |
| 6M | -24.2% | -47.9% | +23.7% | -22.4% |
| YTD | -8.3% | -51.0% | +42.7% | -7.4% |
| 1Y | +3.6% | -49.2% | +52.7% | +4.3% |
| All | +3.6% | -47.5% | +51.1% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling