+431.5%
GOOG vs ASTS
+537.8%
-106.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.1% | +7.3% | -9.5% | -2.6% |
| 30D | -6.8% | -8.9% | +2.0% | -6.5% |
| 3M | -9.1% | -41.9% | +32.8% | -6.9% |
| 6M | +10.7% | -40.6% | +51.3% | +12.3% |
| YTD | +7.1% | -14.2% | +21.3% | +5.4% |
| 1Y | +44.6% | +48.9% | -4.2% | +36.3% |
| 3Y | +147.4% | +1,461.7% | -1,314.2% | +84.9% |
| 5Y | +133.8% | +404.1% | -270.3% | +79.0% |
| All | +431.5% | +537.8% | -106.3% | +286.6% |
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