+4.4%
GOOGL vs ASTS
-47.5%
+51.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.3% | +3.4% |
| 7D | -11.1% | -15.8% | +4.7% | -10.3% |
| 30D | -16.6% | -39.0% | +22.4% | -14.7% |
| 3M | -23.4% | -49.3% | +25.9% | -21.1% |
| 6M | -24.5% | -47.9% | +23.4% | -22.8% |
| YTD | -7.5% | -51.0% | +43.4% | -6.7% |
| 1Y | +4.4% | -49.2% | +53.5% | +5.0% |
| All | +4.4% | -47.5% | +51.8% | +5.0% |
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