+39.3%
QCOM vs ASTS
+636.6%
-597.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -15.2% | +5.7% | -8.1% |
| 7D | -15.5% | -29.9% | +14.4% | -12.7% |
| 30D | -13.4% | -52.2% | +38.7% | -7.7% |
| 3M | 0.0% | -55.8% | +55.9% | +7.2% |
| 6M | -15.2% | -52.7% | +37.5% | -10.3% |
| YTD | -6.9% | -58.4% | +51.5% | -2.0% |
| 1Y | -11.0% | -57.1% | +46.1% | -7.1% |
| All | +39.3% | +636.6% | -597.3% | +29.8% |
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