+47.0%
QCOM vs ASTS
+688.5%
-641.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.5% | +4.9% |
| 7D | +0.4% | -21.1% | +21.5% | +2.5% |
| 30D | -6.6% | -46.7% | +40.1% | -1.4% |
| 3M | +3.7% | -52.0% | +55.7% | +10.2% |
| 6M | -13.3% | -54.3% | +40.9% | -8.2% |
| YTD | -1.8% | -55.5% | +53.7% | +2.7% |
| 1Y | -2.5% | -50.5% | +48.0% | +0.5% |
| 3Y | +47.0% | +706.2% | -659.3% | +36.1% |
| All | +47.0% | +688.5% | -641.6% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling