+81.9%
IBM vs ASTS
+636.6%
-554.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.2% | +12.4% | -2.5% |
| 7D | -4.3% | -29.9% | +25.6% | -3.6% |
| 30D | +11.7% | -52.2% | +63.8% | +13.4% |
| 3M | +5.5% | -55.8% | +61.3% | +7.2% |
| 6M | +9.5% | -52.7% | +62.2% | +10.5% |
| YTD | -14.9% | -58.4% | +43.5% | -14.1% |
| 1Y | -17.4% | -57.1% | +39.7% | -16.8% |
| All | +81.9% | +636.6% | -554.6% | +77.5% |
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