+65.7%
INTC vs ASTS
+741.8%
-676.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -35.9% |
| 3M | -36.0% | -48.9% | +12.8% | -31.3% |
| 6M | -51.7% | -55.6% | +3.9% | -47.9% |
| YTD | +69.4% | -49.6% | +119.0% | +78.9% |
| 1Y | +65.0% | -46.1% | +111.1% | +72.3% |
| All | +65.7% | +741.8% | -676.2% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling