+89.4%
META vs ASTS
+194.6%
-105.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.6% | +1.8% |
| 7D | +2.9% | -15.8% | +18.7% | +4.3% |
| 30D | -15.1% | -39.0% | +24.0% | -11.7% |
| 3M | +7.2% | -49.3% | +56.6% | +12.8% |
| 6M | +3.4% | -47.9% | +51.3% | +6.6% |
| YTD | -4.3% | -51.0% | +46.6% | -2.3% |
| 1Y | +0.8% | -49.2% | +49.9% | +1.7% |
| 3Y | +102.2% | +760.4% | -658.2% | +41.4% |
| 5Y | +89.4% | +185.6% | -96.3% | +35.6% |
| All | +89.4% | +194.6% | -105.2% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling