+154.9%
IBM vs ASTS
+209.1%
-54.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.2% | +12.4% | -2.4% |
| 7D | -4.3% | -29.9% | +25.6% | -3.5% |
| 30D | +11.7% | -52.2% | +63.8% | +13.7% |
| 3M | +5.5% | -55.8% | +61.3% | +7.5% |
| 6M | +9.5% | -52.7% | +62.2% | +10.7% |
| YTD | -14.9% | -58.4% | +43.5% | -14.0% |
| 1Y | -17.4% | -57.1% | +39.7% | -16.8% |
| 3Y | +83.3% | +629.5% | -546.2% | +68.3% |
| 5Y | +142.1% | +147.7% | -5.7% | +123.7% |
| All | +154.9% | +209.1% | -54.2% | +120.8% |
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