+140.7%
GOOG vs ASTS
+1,504.6%
-1,364.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -1.9% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -7.7% | -9.2% | +1.6% | -7.4% |
| 3M | -9.3% | -29.6% | +20.3% | -8.6% |
| 6M | +7.4% | -30.5% | +37.9% | +7.8% |
| YTD | +4.9% | -14.1% | +18.9% | +4.0% |
| 1Y | +37.2% | +69.1% | -31.9% | +32.6% |
| All | +140.7% | +1,504.6% | -1,364.0% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling