+20.3%
INTC vs ASTS
+233.7%
-213.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.9% |
| 7D | +6.0% | +0.8% | +5.2% | +5.9% |
| 30D | -39.2% | -22.6% | -16.6% | -37.3% |
| 3M | -42.9% | -54.4% | +11.5% | -38.1% |
| 6M | -50.4% | -56.4% | +6.0% | -46.4% |
| YTD | +61.7% | -55.1% | +116.8% | +72.1% |
| 1Y | +66.1% | -46.9% | +113.1% | +73.2% |
| 3Y | +58.1% | +715.0% | -656.9% | +23.5% |
| 5Y | +27.9% | +153.7% | -125.8% | +3.3% |
| All | +20.3% | +233.7% | -213.3% | -13.4% |
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