+93.2%
INTC vs ASTS
+537.8%
-444.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.5% |
| 7D | +7.1% | +7.3% | -0.3% | +6.2% |
| 30D | -5.2% | -8.9% | +3.7% | -4.4% |
| 3M | -14.3% | -41.9% | +27.6% | -10.4% |
| 6M | +110.2% | -40.6% | +150.8% | +117.1% |
| YTD | +159.6% | -14.2% | +173.8% | +157.9% |
| 1Y | +289.3% | +48.9% | +240.4% | +265.0% |
| 3Y | +166.1% | +1,461.7% | -1,295.6% | +92.8% |
| 5Y | +94.4% | +404.1% | -309.8% | +46.0% |
| All | +93.2% | +537.8% | -444.5% | +29.8% |
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