+12.3%
QQQ vs ASTS
-47.5%
+59.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.3% |
| 7D | -4.6% | -15.8% | +11.2% | -3.2% |
| 30D | -8.5% | -39.0% | +30.6% | -4.8% |
| 3M | -4.3% | -49.3% | +45.0% | +0.8% |
| 6M | +3.1% | -47.9% | +51.0% | +7.0% |
| YTD | +13.0% | -51.0% | +64.0% | +16.0% |
| 1Y | +12.3% | -49.2% | +61.4% | +14.4% |
| All | +12.3% | -47.5% | +59.7% | +14.4% |
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