+82.2%
IBM vs ASTS
+649.4%
-567.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.1% |
| 7D | +1.6% | +0.8% | +0.7% | +1.5% |
| 30D | +9.2% | -22.6% | +31.8% | +9.7% |
| 3M | +4.9% | -54.4% | +59.4% | +6.5% |
| 6M | +16.8% | -56.4% | +73.2% | +18.1% |
| YTD | -14.3% | -55.1% | +40.8% | -13.7% |
| 1Y | -16.7% | -46.9% | +30.2% | -16.6% |
| 3Y | +82.2% | +715.0% | -632.8% | +78.4% |
| All | +82.2% | +649.4% | -567.2% | +78.4% |
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