+261.8%
QQQ vs ASTS
+274.8%
-13.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.4% | +1.7% |
| 7D | -0.2% | +2.8% | -3.0% | -0.5% |
| 30D | -7.5% | -28.8% | +21.4% | -5.5% |
| 3M | -3.8% | -48.9% | +45.1% | +0.3% |
| 6M | -3.0% | -55.6% | +52.6% | +1.0% |
| YTD | +12.8% | -49.6% | +62.3% | +14.8% |
| 1Y | +11.6% | -46.1% | +57.7% | +12.4% |
| 3Y | +85.6% | +749.7% | -664.1% | +43.2% |
| 5Y | +82.1% | +193.2% | -111.1% | +42.7% |
| All | +261.8% | +274.8% | -13.0% | +167.6% |
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