+119.3%
QCOM vs ASTS
+209.1%
-89.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -15.2% | +5.7% | -7.9% |
| 7D | -15.5% | -29.9% | +14.4% | -12.4% |
| 30D | -13.4% | -52.2% | +38.7% | -6.9% |
| 3M | 0.0% | -55.8% | +55.9% | +8.1% |
| 6M | -15.2% | -52.7% | +37.5% | -10.0% |
| YTD | -6.9% | -58.4% | +51.5% | -1.8% |
| 1Y | -11.0% | -57.1% | +46.1% | -7.1% |
| 3Y | +39.8% | +629.5% | -589.7% | +2.9% |
| 5Y | +7.2% | +147.7% | -140.6% | -19.0% |
| All | +119.3% | +209.1% | -89.9% | +48.6% |
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 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