+26.1%
INTC vs ASTS
+274.8%
-248.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.7% | -1.2% | +6.5% |
| 7D | +7.3% | +2.8% | +4.5% | +6.9% |
| 30D | -38.3% | -28.8% | -9.5% | -36.0% |
| 3M | -36.0% | -48.9% | +12.8% | -31.5% |
| 6M | -51.7% | -55.6% | +3.9% | -48.1% |
| YTD | +69.4% | -49.6% | +119.0% | +78.0% |
| 1Y | +65.0% | -46.1% | +111.1% | +71.2% |
| 3Y | +63.0% | +749.7% | -686.7% | +26.5% |
| 5Y | +33.4% | +193.2% | -159.8% | +6.2% |
| All | +26.1% | +274.8% | -248.7% | -10.4% |
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 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