+142.3%
IBM vs ASTS
+537.8%
-395.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.3% | +7.3% | -7.6% | -0.5% |
| 30D | +0.3% | -8.9% | +9.2% | +0.5% |
| 3M | -21.6% | -41.9% | +20.3% | -20.7% |
| 6M | -4.7% | -40.6% | +35.9% | -4.2% |
| YTD | -19.1% | -14.2% | -4.9% | -19.6% |
| 1Y | -2.5% | +48.9% | -51.4% | -5.0% |
| 3Y | +74.2% | +1,461.7% | -1,387.5% | +56.7% |
| 5Y | +113.1% | +404.1% | -291.0% | +93.7% |
| All | +142.3% | +537.8% | -395.5% | +106.4% |
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 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