+83.3%
QQQ vs ASTS
+649.4%
-566.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.9% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | -6.7% | -22.6% | +15.9% | -5.5% |
| 3M | -7.0% | -54.4% | +47.4% | -3.3% |
| 6M | -4.7% | -56.4% | +51.8% | -1.3% |
| YTD | +11.1% | -55.1% | +66.2% | +13.6% |
| 1Y | +12.3% | -46.9% | +59.2% | +13.5% |
| 3Y | +83.3% | +715.0% | -631.7% | +74.9% |
| All | +83.3% | +649.4% | -566.1% | +74.9% |
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 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