+437.1%
GOOGL vs ASTS
+537.8%
-100.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.3% | +7.3% | -9.6% | -2.7% |
| 30D | -6.6% | -8.9% | +2.3% | -6.2% |
| 3M | -8.9% | -41.9% | +33.0% | -6.8% |
| 6M | +11.9% | -40.6% | +52.5% | +13.4% |
| YTD | +8.3% | -14.2% | +22.6% | +6.7% |
| 1Y | +46.2% | +48.9% | -2.6% | +37.9% |
| 3Y | +151.9% | +1,461.7% | -1,309.8% | +89.2% |
| 5Y | +137.7% | +404.1% | -266.4% | +82.9% |
| All | +437.1% | +537.8% | -100.6% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling