+102.8%
GOOGL vs ASTS
+173.8%
-71.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.6% | +2.1% |
| 7D | +5.7% | +14.2% | -8.5% | +4.7% |
| 30D | -15.6% | -26.7% | +11.1% | -14.2% |
| 3M | -13.0% | -53.6% | +40.6% | -9.4% |
| 6M | -22.8% | -52.7% | +29.9% | -20.5% |
| YTD | -4.4% | -52.5% | +48.1% | -3.0% |
| 1Y | +4.5% | -46.5% | +51.0% | +4.6% |
| 3Y | +127.4% | +700.5% | -573.0% | +73.7% |
| 5Y | +102.8% | +168.5% | -65.7% | +58.2% |
| All | +102.8% | +173.8% | -71.0% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling