+431.6%
GOOG vs ASTS
+576.8%
-145.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.3% |
| 7D | +1.1% | +18.5% | -17.4% | 0.0% |
| 30D | -5.1% | -8.1% | +3.0% | -4.7% |
| 3M | -7.1% | -28.2% | +21.1% | -6.0% |
| 6M | +12.7% | -26.1% | +38.8% | +12.9% |
| YTD | +7.1% | -9.0% | +16.0% | +5.0% |
| 1Y | +43.6% | +62.2% | -18.6% | +34.6% |
| 3Y | +146.8% | +1,621.9% | -1,475.1% | +83.1% |
| 5Y | +133.7% | +457.0% | -323.4% | +78.0% |
| All | +431.6% | +576.8% | -145.2% | +285.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling