+120.7%
GOOGL vs ASTS
+688.5%
-567.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.5% |
| 7D | +1.8% | -21.1% | +22.9% | +2.6% |
| 30D | -18.8% | -46.7% | +27.9% | -17.0% |
| 3M | -20.3% | -52.0% | +31.7% | -18.4% |
| 6M | -28.4% | -54.3% | +25.9% | -26.9% |
| YTD | -8.8% | -55.5% | +46.6% | -7.6% |
| 1Y | +0.3% | -50.5% | +50.7% | +1.0% |
| 3Y | +120.7% | +706.2% | -585.5% | +111.6% |
| All | +120.7% | +688.5% | -567.8% | +111.6% |
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 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