+62.8%
META vs ASTS
+400.6%
-337.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +7.3% | -0.6% | +6.0% |
| 30D | +4.8% | -8.9% | +13.6% | +5.3% |
| 3M | -1.6% | -41.9% | +40.3% | +1.8% |
| 6M | -7.5% | -40.6% | +33.1% | -5.6% |
| YTD | -6.4% | -14.2% | +7.8% | -8.5% |
| 1Y | -17.3% | +48.9% | -66.2% | -24.1% |
| 3Y | +109.9% | +1,461.7% | -1,351.7% | +38.2% |
| All | +62.8% | +400.6% | -337.8% | +7.7% |
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