+276.0%
QQQ vs ASTS
+576.8%
-300.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -0.5% |
| 7D | +1.5% | +18.5% | -17.0% | +0.2% |
| 30D | -0.6% | -8.1% | +7.4% | -0.2% |
| 3M | +0.4% | -28.2% | +28.6% | +1.9% |
| 6M | +20.1% | -26.1% | +46.2% | +20.5% |
| YTD | +17.2% | -9.0% | +26.2% | +14.9% |
| 1Y | +24.7% | +62.2% | -37.5% | +16.1% |
| 3Y | +96.2% | +1,621.9% | -1,525.7% | +43.5% |
| 5Y | +94.4% | +457.0% | -362.6% | +46.2% |
| All | +276.0% | +576.8% | -300.7% | +167.9% |
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 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