+215.5%
META vs ASTS
+209.1%
+6.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.2% | +11.3% | -2.7% |
| 7D | -3.1% | -29.9% | +26.8% | -0.5% |
| 30D | -18.1% | -52.2% | +34.0% | -13.5% |
| 3M | +2.9% | -55.8% | +58.7% | +9.0% |
| 6M | +0.2% | -52.7% | +52.9% | +3.9% |
| YTD | -8.1% | -58.4% | +50.3% | -5.0% |
| 1Y | -4.5% | -57.1% | +52.6% | -2.3% |
| 3Y | +94.2% | +629.5% | -535.3% | +43.0% |
| 5Y | +79.1% | +147.7% | -68.7% | +34.7% |
| All | +215.5% | +209.1% | +6.4% | +124.0% |
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