+365.7%
GOOGL vs ASTS
+274.8%
+90.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +1.6% |
| 7D | +1.6% | +2.8% | -1.2% | +1.2% |
| 30D | -16.8% | -28.8% | +12.0% | -15.4% |
| 3M | -14.6% | -48.9% | +34.3% | -11.7% |
| 6M | -24.4% | -55.6% | +31.2% | -22.0% |
| YTD | -6.1% | -49.6% | +43.5% | -5.1% |
| 1Y | +1.0% | -46.1% | +47.1% | +1.1% |
| 3Y | +123.4% | +749.7% | -626.2% | +74.5% |
| 5Y | +103.2% | +193.2% | -90.0% | +60.7% |
| All | +365.7% | +274.8% | +90.9% | +249.5% |
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