+43.6%
GOOG vs ASTS
+79.1%
-35.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.3% |
| 7D | +1.1% | +18.5% | -17.4% | +0.2% |
| 30D | -5.1% | -8.1% | +3.0% | -4.8% |
| 3M | -7.1% | -28.2% | +21.1% | -6.4% |
| 6M | +12.7% | -26.1% | +38.8% | +12.6% |
| YTD | +7.1% | -9.0% | +16.0% | +5.3% |
| 1Y | +43.6% | +62.2% | -18.6% | +38.0% |
| All | +43.6% | +79.1% | -35.5% | +38.0% |
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