+19.8%
INTC vs ASTS
+277.6%
-257.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.1% | -8.6% | +3.9% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | -43.3% | -27.6% | -15.7% | -41.3% |
| 3M | -41.6% | -48.7% | +7.1% | -37.5% |
| 6M | -52.5% | -50.8% | -1.6% | -49.4% |
| YTD | +60.9% | -49.2% | +110.1% | +68.9% |
| 1Y | +55.7% | -46.7% | +102.4% | +61.7% |
| 3Y | +59.2% | +793.2% | -734.1% | +23.0% |
| 5Y | +25.0% | +195.6% | -170.6% | -0.5% |
| All | +19.8% | +277.6% | -257.8% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling