+243.8%
QQQ vs ASTS
+230.9%
+12.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +0.9% |
| 7D | -5.0% | -21.1% | +16.1% | -3.4% |
| 30D | -13.4% | -46.7% | +33.3% | -9.7% |
| 3M | -8.1% | -52.0% | +43.9% | -3.7% |
| 6M | -5.5% | -54.3% | +48.8% | -1.7% |
| YTD | +7.2% | -55.5% | +62.7% | +10.2% |
| 1Y | +7.8% | -50.5% | +58.2% | +9.3% |
| 3Y | +80.7% | +706.2% | -625.5% | +39.9% |
| 5Y | +69.6% | +165.2% | -95.6% | +34.1% |
| All | +243.8% | +230.9% | +12.9% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling