+221.3%
META vs ASTS
+537.8%
-316.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +7.3% | -0.6% | +6.1% |
| 30D | +4.8% | -8.9% | +13.6% | +5.3% |
| 3M | -1.6% | -41.9% | +40.3% | +1.6% |
| 6M | -7.5% | -40.6% | +33.1% | -5.7% |
| YTD | -6.4% | -14.2% | +7.8% | -8.3% |
| 1Y | -17.3% | +48.9% | -66.2% | -23.6% |
| 3Y | +109.9% | +1,461.7% | -1,351.7% | +44.9% |
| 5Y | +65.4% | +404.1% | -338.8% | +17.9% |
| All | +221.3% | +537.8% | -316.4% | +116.4% |
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