+2.3%
QCOM vs ASTS
-47.5%
+49.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.1% | +9.4% | +5.9% |
| 7D | -5.3% | -15.8% | +10.4% | -2.9% |
| 30D | -4.2% | -39.0% | +34.8% | +2.5% |
| 3M | +7.0% | -49.3% | +56.4% | +17.1% |
| 6M | +3.8% | -47.9% | +51.7% | +12.1% |
| YTD | +2.8% | -51.0% | +53.8% | +8.7% |
| 1Y | +2.3% | -49.2% | +51.4% | +6.9% |
| All | +2.3% | -47.5% | +49.8% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling