+77.5%
QQQ vs ASTS
+148.1%
-70.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.8% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | -6.7% | -22.6% | +15.9% | -5.1% |
| 3M | -7.0% | -54.4% | +47.4% | -2.0% |
| 6M | -4.7% | -56.4% | +51.8% | -0.3% |
| YTD | +11.1% | -55.1% | +66.2% | +14.1% |
| 1Y | +12.3% | -46.9% | +59.2% | +13.3% |
| 3Y | +83.3% | +715.0% | -631.7% | +38.6% |
| All | +77.5% | +148.1% | -70.6% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling