+45.0%
GOOGL vs ASTS
+68.8%
-23.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.3% | +7.3% | -9.6% | -2.6% |
| 30D | -6.6% | -8.9% | +2.3% | -6.3% |
| 3M | -8.9% | -41.9% | +33.0% | -7.6% |
| 6M | +11.9% | -40.6% | +52.5% | +12.5% |
| YTD | +8.3% | -14.2% | +22.6% | +6.8% |
| All | +45.0% | +68.8% | -23.8% | +39.7% |
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 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